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We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model…

Machine Learning · Statistics 2021-02-17 Artem Artemev , David R. Burt , Mark van der Wilk

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Machine Learning · Statistics 2015-06-15 James Hensman , Alexander G. de G. Matthews , Maurizio Filippone , Zoubin Ghahramani

In this paper, we consider the problem of sequentially optimizing a black-box function $f$ based on noisy samples and bandit feedback. We assume that $f$ is smooth in the sense of having a bounded norm in some reproducing kernel Hilbert…

Machine Learning · Statistics 2018-06-01 Jonathan Scarlett , Ilijia Bogunovic , Volkan Cevher

Task learning in neural networks typically requires finding a globally optimal minimizer to a loss function objective. Conventional designs of swarm based optimization methods apply a fixed update rule, with possibly an adaptive step-size…

Machine Learning · Computer Science 2022-11-29 Chandrajit Bajaj , Omatharv Bharat Vaidya , Yi Wang

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

Efficient global optimization is a widely used method for optimizing expensive black-box functions such as tuning hyperparameter, and designing new material, etc. Despite its popularity, less attention has been paid to analyzing the…

Optimization and Control · Mathematics 2022-09-21 Wenjie Xu , Yuning Jiang , Emilio T. Maddalena , Colin N. Jones

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

Through sequential construction of posteriors on observing data online, Bayes' theorem provides a natural framework for continual learning. We develop Variational Auto-Regressive Gaussian Processes (VAR-GPs), a principled posterior updating…

Machine Learning · Statistics 2021-06-15 Sanyam Kapoor , Theofanis Karaletsos , Thang D. Bui

Many datasets are in the form of tables of binned data. Performing regression on these data usually involves either reading off bin heights, ignoring data from neighbouring bins or interpolating between bins thus over or underestimating the…

Machine Learning · Statistics 2019-05-21 Michael Thomas Smith , Mauricio A Alvarez , Neil D Lawrence

Interference prediction and resource allocation are critical challenges in mission-critical applications where stringent latency and reliability constraints must be met. This paper proposes a novel Gaussian process regression (GPR)-based…

Signal Processing · Electrical Eng. & Systems 2025-10-31 Syed Luqman Shah , Nurul Huda Mahmood , Matti Latva-aho

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

Gaussian Processes (GPs) are widely used for regression and system identification due to their flexibility and ability to quantify uncertainty. However, their computational complexity limits their applicability to small datasets. Moreover…

Machine Learning · Computer Science 2025-08-27 Thore Wietzke , Knut Graichen

This paper develops several average-case reduction techniques to show new hardness results for three central high-dimensional statistics problems, implying a statistical-computational gap induced by robustness, a detection-recovery gap and…

Computational Complexity · Computer Science 2020-05-20 Matthew Brennan , Guy Bresler

This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…

Statistics Theory · Mathematics 2021-02-08 Rungang Han , Rebecca Willett , Anru R. Zhang

Optimization via simulation (OvS) procedures that assume the simulation inputs are generated from the real-world distributions are subject to the risk of selecting a suboptimal solution when the distributions are substituted with input…

Methodology · Statistics 2021-01-20 Eunhye Song

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

We employ Gaussian process (GP) regression to adjust for systematic errors in D3-type dispersion corrections introducing the associated, statistically improved model D3-GP. We generated a data set containing interaction energies for 1,248…

Chemical Physics · Physics 2019-12-03 Jonny Proppe , Stefan Gugler , Markus Reiher

Machine learning (ML) techniques have recently gained significant attention for solving compliance minimization (CM) problems. However, these methods typically provide poor feature boundaries, are very expensive, and lack a systematic…

Machine Learning · Computer Science 2025-11-06 Xiangyu Sun , Amin Yousefpour , Shirin Hosseinmardi , Ramin Bostanabad

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems so called recurrent models are used. In this article we…

Machine Learning · Statistics 2017-11-21 Roman Föll , Bernard Haasdonk , Markus Hanselmann , Holger Ulmer