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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 processes are powerful, yet analytically tractable models for supervised learning. A Gaussian process is characterized by a mean function and a covariance function (kernel), which are determined by a model selection criterion. The…

Machine Learning · Statistics 2016-10-05 Benjamin Fischer , Nico Gorbach , Stefan Bauer , Yatao Bian , Joachim M. Buhmann

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

Machine Learning · Statistics 2020-01-31 Gonzalo Rios

Collecting operationally realistic data to inform machine learning models can be costly. Before collecting new data, it is helpful to understand where a model is deficient. For example, object detectors trained on images of rare objects may…

Machine Learning · Statistics 2025-12-24 Anna R. Flowers , Christopher T. Franck , Robert B. Gramacy , Justin A. Krometis

Angular data are commonly encountered in settings with a directional or orientational component. Regressing an angular response on real-valued features requires intrinsically capturing the circular or spherical manifold the data lie on, or…

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 process (GP) audio source separation is a time-domain approach that circumvents the inherent phase approximation issue of spectrogram based methods. Furthermore, through its kernel, GPs elegantly incorporate prior knowledge about…

Audio and Speech Processing · Electrical Eng. & Systems 2018-11-22 Pablo A. Alvarado , Mauricio A. Álvarez , Dan Stowell

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Gaussian Processes (GPs) are known to provide accurate predictions and uncertainty estimates even with small amounts of labeled data by capturing similarity between data points through their kernel function. However traditional GP kernels…

Machine Learning · Computer Science 2021-11-16 Ankur Mallick , Chaitanya Dwivedi , Bhavya Kailkhura , Gauri Joshi , T. Yong-Jin Han

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…

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

Gaussian Process (GP) regression models typically assume that residuals are Gaussian and have the same variance for all observations. However, applications with input-dependent noise (heteroscedastic residuals) frequently arise in practice,…

Machine Learning · Statistics 2012-12-27 Chunyi Wang , Radford M. Neal

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

We propose a novel class of Gaussian processes (GPs) whose spectra have compact support, meaning that their sample trajectories are almost-surely band limited. As a complement to the growing literature on spectral design of covariance…

Machine Learning · Statistics 2019-09-17 Felipe Tobar

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

Methodology · Statistics 2018-10-30 Jize Zhang , Lizhen Lin

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

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

The Gaussian Process Convolution Model (GPCM; Tobar et al., 2015a) is a model for signals with complex spectral structure. A significant limitation of the GPCM is that it assumes a rapidly decaying spectrum: it can only model smooth…

Machine Learning · Statistics 2022-04-15 Wessel P. Bruinsma , Martin Tegnér , Richard E. Turner

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon
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