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Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

The focus of this work is the convergence of non-stationary and deep Gaussian process regression. More precisely, we follow a Bayesian approach to regression or interpolation, where the prior placed on the unknown function $f$ is a…

Statistics Theory · Mathematics 2025-03-19 Conor Osborne , Aretha L. Teckentrup

Gaussian processes are machine learning models capable of learning unknown functions in a way that represents uncertainty, thereby facilitating construction of optimal decision-making systems. Motivated by a desire to deploy Gaussian…

This paper presents a variational Bayesian kernel selection (VBKS) algorithm for sparse Gaussian process regression (SGPR) models. In contrast to existing GP kernel selection algorithms that aim to select only one kernel with the highest…

Machine Learning · Computer Science 2019-12-06 Tong Teng , Jie Chen , Yehong Zhang , Kian Hsiang Low

Almost all scientific data have uncertainties originating from different sources. Gaussian process regression (GPR) models are a natural way to model data with Gaussian-distributed uncertainties. GPR also has the benefit of reducing I/O…

Machine Learning · Statistics 2025-12-16 Haoyu Li , Isaac J Michaud , Ayan Biswas , Han-Wei Shen

This study introduces an uncertainty-aware, mesh-free numerical method for solving Kolmogorov PDEs. In the proposed method, we use Gaussian process regression (GPR) to smoothly interpolate pointwise solutions that are obtained by Monte…

Numerical Analysis · Mathematics 2024-05-10 Daisuke Inoue , Yuji Ito , Takahito Kashiwabara , Norikazu Saito , Hiroaki Yoshida

The analysis of human microbiome data is often based on dimension-reduced graphical displays and clustering derived from vectors of microbial abundances in each sample. Common to these ordination methods is the use of biologically motivated…

Applications · Statistics 2017-01-11 Timothy W. Randolph , Sen Zhao , Wade Copeland , Meredith Hullar , Ali Shojaie

Linear structural equation models, which relate random variables via linear interdependencies and Gaussian noise, are a popular tool for modeling multivariate joint distributions. These models correspond to mixed graphs that include both…

Computation · Statistics 2015-04-14 Mathias Drton , Luca Weihs

Gaussian process (GP) regression is a Bayesian nonparametric method for regression and interpolation, offering a principled way of quantifying the uncertainties of predicted function values. For the quantified uncertainties to be…

Statistics Theory · Mathematics 2025-08-22 Masha Naslidnyk , Motonobu Kanagawa , Toni Karvonen , Maren Mahsereci

Designing categorical kernels is a major challenge for Gaussian process regression with continuous and categorical inputs. Despite previous studies, it is difficult to identify a preferred method, either because the evaluation metrics, the…

Machine Learning · Statistics 2025-10-03 Raphaël Carpintero Perez , Sébastien Da Veiga , Josselin Garnier

Kernel methods are among the most popular techniques in machine learning. From a frequentist/discriminative perspective they play a central role in regularization theory as they provide a natural choice for the hypotheses space and the…

Machine Learning · Statistics 2012-04-17 Mauricio A. Alvarez , Lorenzo Rosasco , Neil D. Lawrence

Although geographically weighted Poisson regression (GWPR) is a popular regression for spatially indexed count data, its development is relatively limited compared to that found for linear geographically weighted regression (GWR), where…

Climate projections using data driven machine learning models acting as emulators, is one of the prevailing areas of research to enable policy makers make informed decisions. Use of machine learning emulators as surrogates for…

Machine Learning · Computer Science 2023-08-24 Anmol Chaure , Ashok Kumar Behera , Sudip Bhattacharya

Periodicity is often studied in timeseries modelling with autoregressive methods but is less popular in the kernel literature, particularly for higher dimensional problems such as in textures, crystallography, and quantum mechanics. Large…

Machine Learning · Statistics 2018-05-15 Anthony Tompkins , Fabio Ramos

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…

Machine Learning · Statistics 2023-05-16 Carlos Puerto-Santana , Concha Bielza , Pedro Larrañaga , Gustav Eje Henter

Kernel methods have revolutionized the fields of pattern recognition and machine learning. Their success, however, critically depends on the choice of kernel parameters. Using Gaussian process (GP) classification as a working example, this…

Methodology · Statistics 2014-05-27 Maurizio Filippone

In this work, we introduce a spatio-temporal kernel for Gaussian process (GP) regression-based sound field estimation. Notably, GPs have the attractive property that the sound field is a linear function of the measurements, allowing the…

Audio and Speech Processing · Electrical Eng. & Systems 2024-07-08 David Sundström , Shoichi Koyama , Andreas Jakobsson

Interest in multioutput kernel methods is increasing, whether under the guise of multitask learning, multisensor networks or structured output data. From the Gaussian process perspective a multioutput Mercer kernel is a covariance function…

Machine Learning · Statistics 2009-12-18 Mauricio A. Álvarez , David Luengo , Michalis K. Titsias , Neil D. Lawrence

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

Machine Learning · Computer Science 2020-08-26 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter
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