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Common to many analysis pipelines in lattice gauge theory and the broader scientific discipline is the need to fit a semi-parametric model to data. We propose a fit method that utilizes a radial basis function network to approximate the…

High Energy Physics - Lattice · Physics 2024-02-29 Curtis Taylor Peterson , Anna Hasenfratz

We consider nonparametric estimation of a regression function for a situation where precisely measured predictors are used to estimate the regression curve for coarsened, that is, less precise or contaminated predictors. Specifically, while…

Statistics Theory · Mathematics 2008-12-18 Aurore Delaigle , Peter Hall , Hans-Georg Müller

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

Direct quantile regression involves estimating a given quantile of a response variable as a function of input variables. We present a new framework for direct quantile regression where a Gaussian process model is learned, minimising the…

Methodology · Statistics 2012-07-03 Alexis Boukouvalas , Remi Barillec , Dan Cornford

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

Our paper presents an attempt to axiomatise signal processing. Our long-term goal is to formulate signal processing algorithms for an ideal world of exact computation and prove properties about them, then interpret these ideal formulations…

Numerical Analysis · Computer Science 2011-04-06 Henning Thielemann

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

Gaussian Boson Sampling is a non-universal model for quantum computing inspired by the original formulation of the Boson Sampling problem. Nowadays, it represents a paradigmatic quantum platform to reach the quantum advantage regime in a…

Gaussian process is an indispensable tool in clustering functional data, owing to it's flexibility and inherent uncertainty quantification. However, when the functional data is observed over a large grid (say, of length $p$), Gaussian…

Computation · Statistics 2023-09-15 Anirban Chakraborty , Abhisek Chakraborty

Spectral approximation and variational inducing learning for the Gaussian process are two popular methods to reduce computational complexity. However, in previous research, those methods always tend to adopt the orthonormal basis functions,…

Machine Learning · Statistics 2021-07-15 Wenqi Fang , Guanlin Wu , Jingjing Li , Zheng Wang , Jiang Cao , Yang Ping

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

Gaussian processes are a versatile framework for learning unknown functions in a manner that permits one to utilize prior information about their properties. Although many different Gaussian process models are readily available when the…

We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…

Methodology · Statistics 2025-01-07 Xiaotong Lin , Weihao Li , Fangqiao Tian , Dongming Huang

Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it…

Machine Learning · Statistics 2019-07-16 Simo Särkkä

In the domain of physics experiments, data fitting is a pivotal technique for extracting insights from both experimental and simulated datasets. This article presents an approximation method designed to estimate the systematic errors…

Data Analysis, Statistics and Probability · Physics 2024-02-29 Lu Li

Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or…

Machine Learning · Computer Science 2016-01-06 Ulrich Schaechtle , Ben Zinberg , Alexey Radul , Kostas Stathis , Vikash K. Mansinghka

We go through the many considerations involved in fitting a model to data, using as an example the fit of a straight line to a set of points in a two-dimensional plane. Standard weighted least-squares fitting is only appropriate when there…

Instrumentation and Methods for Astrophysics · Physics 2010-08-30 David W. Hogg , Jo Bovy , Dustin Lang

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

Bayesian optimization with Gaussian process as surrogate model has been successfully applied to analog circuit synthesis. In the traditional Gaussian process regression model, the kernel functions are defined explicitly. The computational…

Machine Learning · Computer Science 2019-12-03 Shuhan Zhang , Wenlong Lyu , Fan Yang , Changhao Yan , Dian Zhou , Xuan Zeng

The computational cost for inference and prediction of statistical models based on Gaussian processes with Mat\'ern covariance functions scales cubicly with the number of observations, limiting their applicability to large data sets. The…

Statistics Theory · Mathematics 2025-03-04 David Bolin , Vaibhav Mehandiratta , Alexandre B. Simas
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