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We introduce a novel kernel that models input-dependent couplings across multiple latent processes. The pairwise joint kernel measures covariance along inputs and across different latent signals in a mutually-dependent fashion. A latent…

Machine Learning · Statistics 2017-10-04 Sami Remes , Markus Heinonen , Samuel Kaski

Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…

Machine Learning · Computer Science 2026-03-12 Vardaan Tekriwal , Mark D. Risser , Hengrui Luo , Marcus M. Noack

General frequency division multiplexing (GFDM) is a flexible non-orthogonal waveform candidate for 5G which can offer some advantages such as low out-of-band (OOB) emission and high spectral efficiency. In this paper, the effects of…

Signal Processing · Electrical Eng. & Systems 2018-03-07 Amirhossein Mohammadian , Abbas Mohammadi , Abdolali Abdipour , Mina Baghani

Prediction of events such as part replacement and failure events plays a critical role in reliability engineering. Event stream data are commonly observed in manufacturing and teleservice systems. Designing predictive models for individual…

Machine Learning · Statistics 2020-11-09 Salman Jahani , Shiyu Zhou , Dharmaraj Veeramani , Jeff Schmidt

Kernel models of potential energy surfaces (PES) for polyatomic molecules are often restricted by a specific choice of the kernel function. This can be avoided by optimizing the complexity of the kernel function. For regression problems…

Chemical Physics · Physics 2023-05-02 Jun Dai , Roman V. Krems

We propose a data segmentation methodology for the high-dimensional linear regression problem where regression parameters are allowed to undergo multiple changes. The proposed methodology, MOSEG, proceeds in two stages: first, the data are…

Methodology · Statistics 2023-11-02 Haeran Cho , Dom Owens

We present a new strategy for learning the functional relation between a pair of variables, while addressing inhomogeneities in the correlation structure of the available data, by modelling the sought function as a sample function of a…

Machine Learning · Statistics 2024-04-22 Gargi Roy , Dalia Chakrabarty

Learning mappings between functional spaces, also known as function-on-function regression, is a fundamental problem in functional data analysis with broad applications, including spatiotemporal forecasting, curve prediction, and climate…

Machine Learning · Computer Science 2026-04-07 Matthew Lowery , Zhitong Xu , Da Long , Keyan Chen , Daniel S. Johnson , Yang Bai , Varun Shankar , Shandian Zhe

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

In this paper, an online multiscale model reduction method is presented for stochastic partial differential equations (SPDEs) with multiplicative noise, where the diffusion coefficient is spatially multiscale and the noise perturbation…

Numerical Analysis · Mathematics 2022-04-26 Lijian Jiang , Mengnan Li , Meng Zhao

Recently, there has been a growing interest for mixed-categorical meta-models based on Gaussian process (GP) surrogates. In this setting, several existing approaches use different strategies either by using continuous kernels (e.g.,…

Optimization and Control · Mathematics 2024-01-25 P. Saves , Y. Diouane , N. Bartoli , T. Lefebvre , J. Morlier

In this paper, we propose Complex Diffusion Maps (CDM), a novel diffusion mapping framework that aims to reveal the dominant complex harmonics of high-dimensional data. Inspired by the local Gaussian kernel relevant to the heat equation and…

Machine Learning · Computer Science 2026-05-05 Tongzhen Dang , Weiyang Ding , Michael K. Ng

The multi-view Gaussian process latent variable model (MV-GPLVM) aims to learn a unified representation from multi-view data but is hindered by challenges such as limited kernel expressiveness and low computational efficiency. To overcome…

Machine Learning · Statistics 2025-12-16 Zi Yang , Ying Li , Zhidi Lin , Michael Minyi Zhang , Pablo M. Olmos

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Computation · Statistics 2021-03-08 Karla Monterrubio-Gómez , Sara Wade

This paper introduces the kernel mixture network, a new method for nonparametric estimation of conditional probability densities using neural networks. We model arbitrarily complex conditional densities as linear combinations of a family of…

Machine Learning · Statistics 2017-05-22 Luca Ambrogioni , Umut Güçlü , Marcel A. J. van Gerven , Eric Maris

This paper introduces a novel family of geostatistical models designed to capture complex features beyond the reach of traditional Gaussian processes. The proposed family, termed the Poisson-Gaussian Mixture Process (POGAMP), is…

Methodology · Statistics 2024-12-09 F. B. Gonçalves , M. O. Prates , G. A. S. Aguilar

Gaussian processes (GPs) have been extensively utilized as nonparametric models for component separation in 21 cm data analyses. This exploits the distinct spectral behavior of the cosmological and foreground signals, which are modeled…

Cosmology and Nongalactic Astrophysics · Physics 2025-05-13 Kangning Diao , Richard D. P. Grumitt , Yi Mao

When using Markov chain Monte Carlo (MCMC) algorithms to perform inference for Bayesian clustering models, such as mixture models, the output is typically a sample of clusterings (partitions) drawn from the posterior distribution. In…

Methodology · Statistics 2020-09-29 Alessandra Cabassi , Sylvia Richardson , Paul D. W. Kirk

In this paper, by mapping datasets to a set of non-linear coherent states, the process of encoding inputs in quantum states as a non-linear feature map is re-interpreted. As a result of this fact that the Radial Basis Function is recovered…

Quantum Physics · Physics 2020-07-17 Prayag Tiwari , Shahram Dehdashti , Abdul Karim Obeid , Massimo Melucci , Peter Bruza

Gaussian process (GP) is a powerful modeling method with applications in machine learning for various engineering and non-engineering fields. Despite numerous benefits of modeling using GPs, the computational complexity associated with GPs…

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