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Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

Machine Learning · Statistics 2025-02-11 Zhanfeng Wang , Xinyu Li , Hao Ding , Jian Qing Shi

Learning time-series models is useful for many applications, such as simulation and forecasting. In this study, we consider the problem of actively learning time-series models while taking given safety constraints into account. For…

Machine Learning · Computer Science 2024-02-12 Christoph Zimmer , Mona Meister , Duy Nguyen-Tuong

We present a general (i.e., independent of the underlying model) interpolation technique based on optimal transportation of Gaussian models for parametric advection-dominated problems. The approach relies on a scalar testing function to…

Numerical Analysis · Mathematics 2022-10-19 Angelo Iollo , Tommaso Taddei

Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. Recently,…

Machine Learning · Statistics 2018-04-11 Francesca Paola Carli

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

In order to better model high-dimensional sequential data, we propose a collaborative multi-output Gaussian process dynamical system (CGPDS), which is a novel variant of GPDSs. The proposed model assumes that the output on each dimension is…

Machine Learning · Statistics 2019-06-11 Jing Zhao , Jingjing Fei , Shiliang Sun

In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…

Numerical Analysis · Mathematics 2026-02-27 Tiantian Sun , Juan Zhang

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

Machine Learning · Computer Science 2020-05-21 J. Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

There are so many models in the literature that it is difficult for practitioners to decide which combinations are likely to be effective for a new task. This paper attempts to address this question by capturing relationships among…

Artificial Intelligence · Computer Science 2021-11-08 Jiaji Huang , Qiang Qiu , Kenneth Church

Earth observation (EO) by airborne and satellite remote sensing and in-situ observations play a fundamental role in monitoring our planet. In the last decade, machine learning and Gaussian processes (GPs) in particular has attained…

Machine Learning · Computer Science 2020-07-03 Gustau Camps-Valls , Dino Sejdinovic , Jakob Runge , Markus Reichstein

This work presents a new procedure for obtaining predictive distributions in the context of Gaussian process (GP) modeling, with a relaxation of the interpolation constraints outside ranges of interest: the mean of the predictive…

Computation · Statistics 2026-01-13 Sébastien Petit , Julien Bect , Emmanuel Vazquez

Gaussian processes (GPs) provide a powerful framework for extrapolation, interpolation, and noise removal in regression and classification. This paper considers constraining GPs to arbitrarily-shaped domains with boundary conditions. We…

Machine Learning · Statistics 2019-04-11 Arno Solin , Manon Kok

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

The Gaussian process (GP) is a nonparametric prior distribution over functions indexed by time, space, or other high-dimensional index set. The GP is a flexible model yet its limitation is given by its very nature: it can only model…

Machine Learning · Statistics 2019-07-15 Gonzalo Rios , Felipe Tobar

Spatial data are often derived from multiple sources (e.g. satellites, in-situ sensors, survey samples) with different supports, but associated with the same properties of a spatial phenomenon of interest. It is common for predictors to…

Studies of hadron resonances and their properties are limited by the accuracy and consistency of measured datasets, which can originate from many different experiments. We have used Gaussian Processes (GP) to build interpolated datasets,…

Data Analysis, Statistics and Probability · Physics 2025-05-06 R. F. Ferguson , D. G. Ireland , B. McKinnon

Spatio-temporal systems exhibiting multi-scale behaviour are common in applications ranging from cyber-physical systems to systems biology, yet they present formidable challenges for computational modelling and analysis. Here we consider a…

Quantitative Methods · Quantitative Biology 2019-02-01 Michalis Michaelides , Jane Hillston , Guido Sanguinetti

Intensive longitudinal studies are becoming progressively more prevalent across many social science areas, especially in psychology. New technologies like smart-phones, fitness trackers, and the Internet of Things make it much easier than…

Methodology · Statistics 2019-06-17 Yunxiao Chen , Siliang Zhang

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani
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