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Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

Gaussian states, operations, and measurements are central building blocks for continuous-variable quantum information processing which paves the way for abundant applications, especially including network-based quantum computation and…

Quantum Physics · Physics 2021-07-06 Mengzhen Zhang

Centuries of development in natural sciences and mathematical modeling provide valuable domain expert knowledge that has yet to be explored for the development of machine learning models. When modeling complex physical systems, both domain…

Machine Learning · Computer Science 2020-09-01 Daniel L. Marino , Milos Manic

Gaussian processes (GPs) are generally regarded as the gold standard surrogate model for emulating computationally expensive computer-based simulators. However, the problem of training GPs as accurately as possible with a minimum number of…

Methodology · Statistics 2024-11-26 Hossein Mohammadi , Peter Challenor

We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…

Statistics Theory · Mathematics 2019-04-23 Jeremiah Zhe Liu

Mathematical models of biological systems are beginning to be used for safety-critical applications, where large numbers of repeated model evaluations are required to perform uncertainty quantification and sensitivity analysis. Most of…

Computation · Statistics 2018-05-28 Sanmitra Ghosh , David J. Gavaghan , Gary R. Mirams

We consider the problem of calibrating an imperfect computer model using experimental data. To compensate the misspecification of the computer model and make more accurate predictions, a discrepancy function is often included and modeled…

Methodology · Statistics 2018-05-04 Mengyang Gu , Long Wang

Graph Gaussian Processes (GGPs) provide a data-efficient solution on graph structured domains. Existing approaches have focused on static structures, whereas many real graph data represent a dynamic structure, limiting the applications of…

Machine Learning · Computer Science 2021-11-04 David Blanco-Mulero , Markus Heinonen , Ville Kyrki

Capturing the correlation emerging between constituents of many-body systems accurately is one of the key challenges for the appropriate description of various systems whose properties are underpinned by quantum mechanical fundamentals.…

Quantum Physics · Physics 2023-08-17 Yannic Rath

In a number of cases, the Quantile Gaussian Process (QGP) has proven effective in emulating stochastic, univariate computer model output (Plumlee and Tuo, 2014). In this paper, we develop an approach that uses this emulation approach within…

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

Mixtures of experts probabilistically divide the input space into regions, where the assumptions of each expert, or conditional model, need only hold locally. Combined with Gaussian process (GP) experts, this results in a powerful and…

Machine Learning · Statistics 2019-05-31 Charles W. L. Gadd , Sara Wade , Alexis Boukouvalas

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

Computation · Statistics 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

Gaussian stochastic process emulation is a powerful tool for approximating computationally intensive computer models. However, estimation of parameters in the GaSP emulator is a challenging task. No closed-form estimator is available, and…

Computation · Statistics 2026-05-06 Mengyang Gu , Jesús Palomo , James O. Berger

Gaussian process (GP) is a Bayesian model which provides several advantages for regression tasks in machine learning such as reliable quantitation of uncertainty and improved interpretability. Their adoption has been precluded by their…

Machine Learning · Computer Science 2023-06-26 Jonathan Parkinson , Wei Wang

Two fundamental research tasks in science and engineering are forward predictions and data inversion. This article introduces a recent R package RobustCalibration for Bayesian data inversion and model calibration by experiments and field…

Computation · Statistics 2024-02-20 Mengyang Gu

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

Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche
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