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Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

Machine Learning · Computer Science 2021-12-16 Yuya Yoshikawa , Tomoharu Iwata

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

Machine Learning · Statistics 2016-05-16 Christopher J. Moore , Alvin J. K. Chua , Christopher P. L. Berry , Jonathan R. Gair

Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant…

Quantum Physics · Physics 2025-03-25 Junpeng Hu , Jinglai Li , Lei Zhang , Shi Jin

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…

Machine Learning · Computer Science 2024-09-20 Shifan Zhao , Jiaying Lu , Ji Yang , Edmond Chow , Yuanzhe Xi

In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising…

Analysis of PDEs · Mathematics 2023-11-10 Iain Henderson , Pascal Noble , Olivier Roustant

We implemented a geometry optimizer based on Gaussian process regression (GPR) to find minimum structures on potential energy surfaces. We tested both a two times differentiable form of the Mat\'{e}rn kernel and the squared exponential…

Chemical Physics · Physics 2020-09-15 Alexander Denzel , Johannes Kästner

Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…

Machine Learning · Computer Science 2025-10-15 Ziqi Zhao , Vivek Sarin

We formulate a reduced-order strategy for efficiently forecasting complex high-dimensional dynamical systems entirely based on data streams. The first step of our method involves reconstructing the dynamics in a reduced-order subspace of…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Zhong Yi Wan , Themistoklis P. Sapsis

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

We show that Gaussian process regression (GPR) allows representing multivariate functions with low-dimensional terms via kernel design. When using a kernel built with HDMR (High-dimensional model representation), one obtains a similar type…

Numerical Analysis · Mathematics 2023-01-27 Eita Sasaki , Manabu Ihara , Sergei Manzhos

In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…

Computational Finance · Quantitative Finance 2024-04-19 Jirong Zhuang , Deng Ding , Weiguo Lu , Xuan Wu , Gangnan Yuan

A common task is the determination of system parameters from spectroscopy, where one compares the experimental spectrum with calculated spectra, that depend on the desired parameters. Here we discuss an approach based on a machine learning…

Quantum Physics · Physics 2022-05-04 Farhad Taher-Ghahramani , Fulu Zheng , Alexander Eisfeld

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

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

Machine Learning · Computer Science 2023-05-03 Cheng Chang , Tieyong Zeng

Resonances in open quantum systems depending on at least two controllable parameters can show the phenomenon of exceptional points (EPs), where not only the eigenvalues but also the eigenvectors of two or more resonances coalesce. Their…

Quantum Physics · Physics 2024-03-14 Patrick Egenlauf , Patric Rommel , Jörg Main

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

We develop a novel framework to accelerate Gaussian process regression (GPR). In particular, we consider localization kernels at each data point to down-weigh the contributions from other data points that are far away, and we derive the GPR…

Machine Learning · Statistics 2022-10-19 Davit Gogolashvili , Bogdan Kozyrskiy , Maurizio Filippone
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