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Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…

Signal Processing · Electrical Eng. & Systems 2021-11-08 Alejandro J. Ordóñez-Conejo , Armin Lederer , Sandra Hirche

This paper proposes a highly accurate algorithm to estimate the signal-to-noise ratio (SNR) for a linear system from a single realization of the received signal. We assume that the linear system has a Gaussian matrix with one sided left…

Information Theory · Computer Science 2017-10-10 Mohamed A. Suliman , Ayed M. Alrashdi , Tarig Ballal , Tareq Y. Al-Naffouri

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

The automated localisation of damage in structures is a challenging but critical ingredient in the path towards predictive or condition-based maintenance of high value structures. The use of acoustic emission time of arrival mapping is a…

Machine Learning · Computer Science 2023-01-11 Matthew R Jones , Timothy J Rogers , Elizabeth J Cross

This paper is devoted to the estimation of a partial graphical model with a structural Bayesian penalization. Precisely, we are interested in the linear regression setting where the estimation is made through the direct links between…

Statistics Theory · Mathematics 2021-05-25 Eunice Okome Obiang , Pascal Jézéquel , Frédéric Proïa

The determination of the physical parameters of gravitational wave events is a fundamental pillar in the analysis of the signals observed by the current ground-based interferometers. Typically, this is done using Bayesian inference…

General Relativity and Quantum Cosmology · Physics 2023-11-07 M. Andrés-Carcasona , M. Martinez , Ll. M. Mir

Not being able to understand and predict the behavior of deep learning systems makes it hard to decide what architecture and algorithm to use for a given problem. In science and engineering, modeling is a methodology used to understand…

Machine Learning · Computer Science 2023-09-15 Michael Y. Li , Erin Grant , Thomas L. Griffiths

We consider a model nondispersive nonlinear optical fiber channel with additive white Gaussian noise at large $\mathrm{SNR}$ (signal-to-noise ratio) in the intermediate power region. Using Feynman path-integral technique we for the first…

Information Theory · Computer Science 2016-05-06 I. S. Terekhov , A. V. Reznichenko , Ya. A. Kharkov , S. K. Turitsyn

Accurate parameter estimation is key to maximizing the scientific impact of gravitational-wave astronomy. Parameters of a binary merger are typically estimated using Bayesian inference. It is necessary to make several assumptions when doing…

General Relativity and Quantum Cosmology · Physics 2021-06-11 Suman Kulkarni , Collin D. Capano

Statistical physics approaches can be used to derive accurate predictions for the performance of inference methods learning from potentially noisy data, as quantified by the learning curve defined as the average error versus number of…

Machine Learning · Statistics 2012-11-07 Matthew J. Urry , Peter Sollich

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

We propose a novel deep network architecture for image\\ denoising based on a Gaussian Conditional Random Field (GCRF) model. In contrast to the existing discriminative denoising methods that train a separate model for each noise level, the…

Computer Vision and Pattern Recognition · Computer Science 2015-11-13 Raviteja Vemulapalli , Oncel Tuzel , Ming-Yu Liu

Gaussian processes regression is applied to augment experimental data of transfer-path analysis (TPA) by known information about the underlying physical properties of the system under investigation. The approach can be used as an…

Classical Physics · Physics 2019-05-21 Christopher Albert

We consider a graphical model where a multivariate normal vector is associated with each node of the underlying graph and estimate the graphical structure. We minimize a loss function obtained by regressing the vector at each node on those…

Machine Learning · Statistics 2017-09-19 Xingqi Du , Subhashis Ghosal

Modern scientific problems are often multi-disciplinary and require integration of computer models from different disciplines, each with distinct functional complexities, programming environments, and computation times. Linked Gaussian…

Machine Learning · Statistics 2023-06-05 Deyu Ming , Daniel Williamson

Devising optimal operating strategies for a compressor station relies on the knowledge of compressor characteristics. As the compressor characteristics change with time and use, it is necessary to provide accurate models of the…

Computational Engineering, Finance, and Science · Computer Science 2021-11-24 Akhil Ahmed , Marta Zagorowska , Ehecatl Antonio del Rio-Chanona , Mehmet Mercangöz

We describe a procedure for constructing a model of a smooth data spectrum using Gaussian processes rather than the historical parametric description. This approach considers a fuller space of possible functions, is robust at increasing…

Data Analysis, Statistics and Probability · Physics 2017-09-19 Meghan Frate , Kyle Cranmer , Saarik Kalia , Alexander Vandenberg-Rodes , Daniel Whiteson

We propose a graph spectrum-based Gaussian process for prediction of signals defined on nodes of the graph. The model is designed to capture various graph signal structures through a highly adaptive kernel that incorporates a flexible…

Machine Learning · Computer Science 2020-10-29 Yin-Cong Zhi , Yin Cheng Ng , Xiaowen Dong