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This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify…

Machine Learning · Statistics 2024-01-30 Jie Wang

This paper introduces deep Gaussian processes (DGPs) for geophysical parameter retrieval. Unlike the standard full GP model, the DGP accounts for complicated (modular, hierarchical) processes, provides an efficient solution that scales well…

This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…

Machine Learning · Statistics 2018-08-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

Continuous-time batch state estimation using Gaussian processes is an efficient approach to estimate the trajectories of robots over time. In the past, relatively simple physics-motivated priors have been considered for such approaches,…

Robotics · Computer Science 2025-06-04 Sven Lilge , Timothy D. Barfoot

Interferometric gravitational-wave observatories have opened a new era in astronomy. The rich data produced by an international network enables detailed analysis of the curved space-time around black holes. With nearly one hundred signals…

General Relativity and Quantum Cosmology · Physics 2023-03-07 Gregory Ashton

The problem of (pathwise) large deviations for conditionally continuous Gaussian processes is investigated. The theory of large deviations for Gaussian processes is extended to the wider class of random processes -- the conditionally…

Probability · Mathematics 2019-02-07 Barbara Pacchiarotti , Alessandro Pigliacelli

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

We define Gaussian assignment process, determine the asymptotic behavior of its maximum's expectation and suggest an explicit strategy that attains the corresponding asymptotics.

Probability · Mathematics 2021-07-13 Mikhail Lifshits , Arman Tadevosian

Gaussian processes are one of the dominant approaches in Bayesian learning. Although the approach has been applied to numerous problems with great success, it has a few fundamental limitations. Multiple methods in literature have addressed…

Machine Learning · Computer Science 2021-06-24 Kalvik Jakkala

Gaussian processes are the ideal tool for modelling the Galactic ISM, combining statistical flexibility with a good match to the underlying physics. In an earlier paper we outlined how they can be employed to construct three-dimensional…

Instrumentation and Methods for Astrophysics · Physics 2018-08-15 S. E. Sale , J. Magorrian

Variational methods have been recently considered for scaling the training process of Gaussian process classifiers to large datasets. As an alternative, we describe here how to train these classifiers efficiently using expectation…

Machine Learning · Statistics 2015-07-17 Daniel Hernández-Lobato , José Miguel Hernández-Lobato

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

We propose a novel Bayesian nonparametric method to learn translation-invariant relationships on non-Euclidean domains. The resulting graph convolutional Gaussian processes can be applied to problems in machine learning for which the input…

Machine Learning · Computer Science 2019-05-15 Ian Walker , Ben Glocker

Effective forces -- derived from experimental or {\it in silico} molecular dynamics time traces -- are critical in developing reduced and computationally efficient descriptions of otherwise complex dynamical problems. Thus, designing…

Biological Physics · Physics 2019-08-29 J Shepard Bryan , Ioannis Sgouralis , Steve Pressé

A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…

Methodology · Statistics 2023-01-18 Matthias Katzfuss , Florian Schäfer

Gaussian processes are typically used for smoothing and interpolation on small datasets. We introduce a new Bayesian nonparametric framework -- GPatt -- enabling automatic pattern extrapolation with Gaussian processes on large…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Elad Gilboa , Arye Nehorai , John P. Cunningham

Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by…

Applications · Statistics 2021-10-15 Thaís C. O. da Fonseca , Viviana G. R. Lobo , Alexandra M. Schmidt

In this paper, we extend a famous motion planning approach GPMP2 to multi-robot cases, yielding a novel centralized trajectory generation method for the multi-robot formation. A sparse Gaussian Process model is employed to represent the…

Robotics · Computer Science 2021-08-02 Shuang Guo , Bo Liu , Shen Zhang , Jifeng Guo , Changhong Wang

Iterative Gaussianization is a fixed-point iteration procedure that can transform any continuous random vector into a Gaussian one. Based on iterative Gaussianization, we propose a new type of normalizing flow model that enables both…

Machine Learning · Computer Science 2020-03-05 Chenlin Meng , Yang Song , Jiaming Song , Stefano Ermon

The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…

Machine Learning · Computer Science 2019-09-26 Thanh Le , Vasant Honavar
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