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Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

Computation · Statistics 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse variational Gaussian processes (SVGPs) reduce computational…

Machine Learning · Computer Science 2025-06-11 Natalie Maus , Kyurae Kim , Geoff Pleiss , David Eriksson , John P. Cunningham , Jacob R. Gardner

Deep Gaussian processes (DGPs) provide a robust paradigm for Bayesian deep learning. In DGPs, a set of sparse integration locations called inducing points are selected to approximate the posterior distribution of the model. This is done to…

Machine Learning · Computer Science 2024-07-25 Jian Xu , Delu Zeng , John Paisley

Gaussian processes (GPs) are generally regarded as the gold standard surrogate model for emulating computationally expensive computer-based simulators. However, the problem of training GPs as accurately as possible with a minimum number of…

Methodology · Statistics 2024-11-26 Hossein Mohammadi , Peter Challenor

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Machine Learning · Computer Science 2021-11-12 Antti Honkela , Laila Melkas

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Machine Learning · Computer Science 2020-04-28 Martin Trapp , Robert Peharz , Franz Pernkopf , Carl E. Rasmussen

In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ…

Machine Learning · Statistics 2023-12-19 Akhil Vakayil , Roshan Joseph

Graph condensation reduces the size of large graphs while preserving performance, addressing the scalability challenges of Graph Neural Networks caused by computational inefficiencies on large datasets. Existing methods often rely on…

Machine Learning · Computer Science 2025-10-10 Lin Wang , Qing Li

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

Machine Learning · Computer Science 2021-02-26 Juan Maroñas , Oliver Hamelijnck , Jeremias Knoblauch , Theodoros Damoulas

The next generation of Department of Energy supercomputers will be capable of exascale computation. For these machines, far more computation will be possible than that which can be saved to disk. As a result, users will be unable to rely on…

Machine Learning · Computer Science 2025-07-23 Michael Grosskopf , Kellin Rumsey , Ayan Biswas , Earl Lawrence

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about…

Gaussian processes (GPs) are highly flexible function estimators used for geospatial analysis, nonparametric regression, and machine learning, but they are computationally infeasible for large datasets. Vecchia approximations of GPs have…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Joseph Guinness , Wenlong Gong , Daniel Zilber

Gaussian Processes (GPs) provide a flexible and statistically principled foundation for modelling spatiotemporal phenomena, but their $O(N^3)$ scaling makes them intractable for large datasets. Approximate methods such as variational…

Machine Learning · Statistics 2026-04-01 Jhonathan Navott , Daniel Jenson , Seth Flaxman , Elizaveta Semenova

In this work, we use Deep Gaussian Processes (DGPs) as statistical surrogates for stochastic processes with complex distributions. Conventional inferential methods for DGP models can suffer from high computational complexity as they require…

Machine Learning · Statistics 2023-05-02 Liang Ding , Rui Tuo , Shahin Shahrampour

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

The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…

Statistics Theory · Mathematics 2022-07-27 Kelly R. Moran , Matthew W. Wheeler

Recent works have revealed that infinitely-wide feed-forward or recurrent neural networks of any architecture correspond to Gaussian processes referred to as Neural Network Gaussian Processes (NNGPs). While these works have extended the…

Machine Learning · Statistics 2022-03-08 Hyungi Lee , Eunggu Yun , Hongseok Yang , Juho Lee
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