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Related papers: Non-Gaussian Gaussian Processes for Few-Shot Regre…

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We propose a few-shot learning method for spatial regression. Although Gaussian processes (GPs) have been successfully used for spatial regression, they require many observations in the target task to achieve a high predictive performance.…

Machine Learning · Statistics 2020-10-12 Tomoharu Iwata , Yusuke Tanaka

A multi-output Gaussian process (GP) is introduced as a model for the joint posterior distribution of the local predictive ability of set of models and/or experts, conditional on a vector of covariates, from historical predictions in the…

Methodology · Statistics 2024-10-08 Oscar Oelrich , Mattias Villani

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…

Machine Learning · Computer Science 2018-10-30 David Eriksson , Kun Dong , Eric Hans Lee , David Bindel , Andrew Gordon Wilson

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…

Machine Learning · Statistics 2018-11-06 Haitao Liu , Jianfei Cai , Yew-Soon Ong , Yi Wang

Few-shot segmentation is a challenging task, requiring the extraction of a generalizable representation from only a few annotated samples, in order to segment novel query images. A common approach is to model each class with a single…

Computer Vision and Pattern Recognition · Computer Science 2021-03-31 Joakim Johnander , Johan Edstedt , Martin Danelljan , Michael Felsberg , Fahad Shahbaz Khan

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Machine Learning · Computer Science 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Maneuvering target tracking is a challenging problem for sensor systems because of the unpredictability of the targets' motions. This paper proposes a novel data-driven method for learning the dynamical motion model of a target.…

Signal Processing · Electrical Eng. & Systems 2022-11-28 Mengwei Sun , Mike E. Davies , Ian K. Proudler , James R. Hopgood

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric…

Gaussian process regression can flexibly represent the posterior distribution of an interest parameter given sufficient information on the likelihood. However, in some cases, we have little knowledge regarding the probability model. For…

Machine Learning · Computer Science 2025-07-22 Yuta Shikuri

Out-of-distribution (OOD) generalization has long been a challenging problem that remains largely unsolved. Gaussian processes (GP), as popular probabilistic model classes, especially in the small data regime, presume strong OOD…

Machine Learning · Computer Science 2023-12-19 Xilong Zhao , Siyuan Bian , Yaoyun Zhang , Yuliang Zhang , Qinying Gu , Xinbing Wang , Chenghu Zhou , Nanyang Ye

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

Computation · Statistics 2026-03-26 Deyu Ming , Daniel Williamson

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…

Machine Learning · Computer Science 2026-03-12 Vardaan Tekriwal , Mark D. Risser , Hengrui Luo , Marcus M. Noack

Among generalized additive models, additive Mat\'ern Gaussian Processes (GPs) are one of the most popular for scalable high-dimensional problems. Thanks to their additive structure and stochastic differential equation representation,…

Machine Learning · Statistics 2023-05-02 Lu Zou , Haoyuan Chen , Liang Ding

In their standard form Gaussian processes (GPs) provide a powerful non-parametric framework for regression and classificaton tasks. Their one limiting property is their $\mathcal{O}(N^{3})$ scaling where $N$ is the number of training data…

Machine Learning · Statistics 2020-01-16 Vidhi Lalchand , A. C. Faul

In this paper, we investigate a class of approximate Gaussian processes (GP) obtained by taking a linear combination of compactly supported basis functions with the basis coefficients endowed with a dependent Gaussian prior distribution.…

Statistics Theory · Mathematics 2025-06-02 Jaehoan Kim , Anirban Bhattacharya , Debdeep Pati

Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that…

Machine Learning · Statistics 2021-10-13 Nicholas Oune , Ramin Bostanabad

This paper presents a Gaussian Process (GP) framework, a non-parametric technique widely acknowledged for regression and classification tasks, to address inverse problems in mean field games (MFGs). By leveraging GPs, we aim to recover…

Computer Science and Game Theory · Computer Science 2023-12-27 Jinyan Guo , Chenchen Mou , Xianjin Yang , Chao Zhou