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Multi-fidelity modelling arises in many situations in computational science and engineering world. It enables accurate inference even when only a small set of accurate data is available. Those data often come from a high-fidelity model,…

Machine Learning · Statistics 2022-04-12 Jiahao Zhang , Shiqi Zhang , Guang Lin

We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes…

Machine Learning · Statistics 2020-02-25 Ayman Boustati , Theodoros Damoulas , Richard S. Savage

Multi-fidelity models are of great importance due to their capability of fusing information coming from different numerical simulations, surrogates, and sensors. We focus on the approximation of high-dimensional scalar functions with low…

Numerical Analysis · Mathematics 2023-09-13 Francesco Romor , Marco Tezzele , Markus Mrosek , Carsten Othmer , Gianluigi Rozza

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang

Multi-output Gaussian processes (MOGPs) have been introduced to deal with multiple tasks by exploiting the correlations between different outputs. Generally, MOGPs models assume a flat correlation structure between the outputs. However,…

Machine Learning · Computer Science 2023-09-01 Chunchao Ma , Arthur Leroy , Mauricio Alvarez

We develop a robust data fusion algorithm for field reconstruction of multiple physical phenomena. The contribution of this paper is twofold: First, we demonstrate how multi-spatial fields which can have any marginal distributions and…

Methodology · Statistics 2019-06-11 Pengfei Zhang , Gareth W. Peters , Ido Nevat , Keng Boon Teo , Yixin Wang

Semantic 3D mapping, the process of fusing depth and image segmentation information between multiple views to build 3D maps annotated with object classes in real-time, is a recent topic of interest. This paper highlights the fusion…

Computer Vision and Pattern Recognition · Computer Science 2023-11-17 Joao Marcos Correia Marques , Albert Zhai , Shenlong Wang , Kris Hauser

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…

Machine Learning · Statistics 2021-09-21 Haitao Liu , Jiaqi Ding , Xinyu Xie , Xiaomo Jiang , Yusong Zhao , Xiaofang Wang

Multifidelity surrogate modelling combines data of varying accuracy and cost from different sources. It strategically uses low-fidelity models for rapid evaluations, saving computational resources, and high-fidelity models for detailed…

Machine Learning · Computer Science 2024-04-24 Daniel N Wilke

Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from…

Deep Gaussian Processes (DGPs) were proposed as an expressive Bayesian model capable of a mathematically grounded estimation of uncertainty. The expressivity of DPGs results from not only the compositional character but the distribution…

Machine Learning · Computer Science 2021-11-23 Chi-Ken Lu , Patrick Shafto

Multi-Output Gaussian Processes (MOGPs) provide a principled probabilistic framework for modelling correlated outputs but face scalability bottlenecks when applied to datasets with high-dimensional output spaces. To maintain tractability,…

Machine Learning · Computer Science 2026-05-29 Xiaoyu Jiang , Xinxing Shi , Sokratia Georgaka , Magnus Rattray , Mauricio A Álvarez

Multitask Gaussian process (MTGP) is powerful for joint learning of multiple tasks with complicated correlation patterns. However, due to the assembling of additive independent latent functions, all current MTGPs including the salient…

Machine Learning · Computer Science 2021-10-05 Kai Chen , Twan van Laarhoven , Elena Marchiori , Feng Yin , Shuguang Cui

The commonly used latent space embedding techniques, such as Principal Component Analysis, Factor Analysis, and manifold learning techniques, are typically used for learning effective representations of homogeneous data. However, they do…

Machine Learning · Computer Science 2021-10-04 Yasin Yilmaz , Mehmet Aktukmak , Alfred O. Hero

The Gaussian Process Latent Variable Model (GP-LVM) is a non-linear probabilistic method of embedding a high dimensional dataset in terms low dimensional `latent' variables. In this paper we illustrate that maximum a posteriori (MAP)…

Machine Learning · Statistics 2013-07-02 James Barrett , Anthony C. C. Coolen

Scalable surrogate models enable efficient emulation of computer models (or simulators), particularly when dealing with large ensembles of runs. While Gaussian process (GP) models are commonly employed for emulation, they face limitations…

Methodology · Statistics 2025-10-07 Grant Hutchings , Derek Bingham , Kellin Rumsey , Earl Lawrence

In this paper we address a classification problem where two sources of labels with different levels of fidelity are available. Our approach is to combine data from both sources by applying a co-kriging schema on latent functions, which…

Machine Learning · Computer Science 2019-10-22 Nikita Klyuchnikov , Evgeny Burnaev

Science and engineering fields use computer simulation extensively. These simulations are often run at multiple levels of sophistication to balance accuracy and efficiency. Multi-fidelity surrogate modeling reduces the computational cost by…

Machine Learning · Computer Science 2022-06-13 Dongxia Wu , Matteo Chinazzi , Alessandro Vespignani , Yi-An Ma , Rose Yu

A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…

Methodology · Statistics 2019-07-25 Shinichiro Shirota , Andrew O. Finley , Bruce D. Cook , Sudipto Banerjee

Planning is a powerful approach to control problems with known environment dynamics. In unknown environments the agent needs to learn a model of the system dynamics to make planning applicable. This is particularly challenging when the…

Machine Learning · Computer Science 2020-05-11 Nathanael Bosch , Jan Achterhold , Laura Leal-Taixé , Jörg Stückler