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Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…

Systems and Control · Computer Science 2020-01-01 Lukas Hewing , Juraj Kabzan , Melanie N. Zeilinger

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Computation · Statistics 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…

Signal Processing · Electrical Eng. & Systems 2025-01-20 Jiaqi Yan , Hideaki Ishii

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to…

Machine Learning · Statistics 2020-11-03 Tim G. J. Rudner , Dino Sejdinovic , Yarin Gal

This paper introduces an innovative approach to enhance distributed cooperative learning using Gaussian process (GP) regression in multi-agent systems (MASs). The key contribution of this work is the development of an elective learning…

Machine Learning · Computer Science 2024-02-06 Zewen Yang , Xiaobing Dai , Akshat Dubey , Sandra Hirche , Georges Hattab

In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…

Machine Learning · Statistics 2013-03-26 Andreas C. Damianou , Neil D. Lawrence

We propose communication-efficient distributed estimation and inference methods for the transelliptical graphical model, a semiparametric extension of the elliptical distribution in the high dimensional regime. In detail, the proposed…

Machine Learning · Statistics 2016-12-30 Pan Xu , Lu Tian , Quanquan Gu

Many multivariate statistical analysis methods and their corresponding probabilistic counterparts have been adopted to develop process monitoring models in recent decades. However, the insightful connections between them have rarely been…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Wanke Yu , Min Wu , Biao Huang , Chengda Lu

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

In this letter, we propose an online scalar field estimation algorithm of unknown environments using a distributed Gaussian process (DGP) framework in wireless sensor networks (WSNs). While the kernel-based Gaussian process (GP) has been…

Multiagent Systems · Computer Science 2025-06-11 Jaemin Seo , Geunsik Bae , Hyondong Oh

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

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

Gaussian Mixture Models (GMMs) commonly arise in communication systems, particularly in bilinear joint estimation and detection problems. Although the product of GMMs is still a GMM, as the number of factors increases, the number of…

Signal Processing · Electrical Eng. & Systems 2026-02-04 Zilu Zhao , Dirk Slock

Effective cooperation is pivotal in distributed learning for multi-agent systems, where the interplay between the quantity and quality of the machine learning models is crucial. This paper reveals the irrationality of indiscriminate…

Machine Learning · Computer Science 2026-01-22 Zewen Yang , Xiaobing Dai , Jiajun Cheng , Yulong Huang , Peng Shi

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

The combination of inducing point methods with stochastic variational inference has enabled approximate Gaussian Process (GP) inference on large datasets. Unfortunately, the resulting predictive distributions often exhibit substantially…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

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

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

Gaussian processes (GPs) are nonparametric Bayesian models that have been applied to regression and classification problems. One of the approaches to alleviate their cubic training cost is the use of local GP experts trained on subsets of…

Machine Learning · Statistics 2021-02-16 Samuel Cohen , Rendani Mbuvha , Tshilidzi Marwala , Marc Peter Deisenroth
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