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Let $P$ be a linear differential operator over $\mathcal{D} \subset \mathbb{R}^d$ and $U = (U_x)_{x \in \mathcal{D}}$ a second order stochastic process. In the first part of this article, we prove a new necessary and sufficient condition…

Statistics Theory · Mathematics 2022-02-11 Iain Henderson , Pascal Noble , Olivier Roustant

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

Geostatistics is a branch of statistics concerned with stochastic processes over continuous domains, with Gaussian processes (GPs) providing a flexible and principled modelling framework. However, the high computational cost of simulating…

Computation · Statistics 2026-03-20 Flávio B. Gonçalves , Marcos O. Prates , Gareth O. Roberts

This work describes the implementation of a data-driven approach for the reduction of the complexity of parametrical partial differential equations (PDEs) employing Proper Orthogonal Decomposition (POD) and Gaussian Process Regression…

Numerical Analysis · Mathematics 2024-01-22 Giulio Ortali , Nicola Demo , Gianluigi Rozza

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

The study of neural operators has paved the way for the development of efficient approaches for solving partial differential equations (PDEs) compared with traditional methods. However, most of the existing neural operators lack the…

Machine Learning · Statistics 2024-04-25 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…

Numerical Analysis · Mathematics 2021-08-12 Yifan Chen , Bamdad Hosseini , Houman Owhadi , Andrew M Stuart

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Working with systems of partial differential equations (PDEs) is a fundamental task in computational science. Well-posed systems are addressed by numerical solvers or neural operators, whereas systems described by data are often addressed…

Machine Learning · Statistics 2025-09-30 Jianlei Huang , Marc Härkönen , Markus Lange-Hegermann , Bogdan Raiţă

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

We introduce a new class of spatially stochastic physics and data informed deep latent models for parametric partial differential equations (PDEs) which operate through scalable variational neural processes. We achieve this by assigning…

Machine Learning · Computer Science 2023-06-08 Arnaud Vadeboncoeur , Ieva Kazlauskaite , Yanni Papandreou , Fehmi Cirak , Mark Girolami , Ömer Deniz Akyildiz

This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…

Numerical Analysis · Mathematics 2023-08-09 Rui Meng , Xianjin Yang

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Jilles van Hulst , Roy van Zuijlen , Duarte Antunes , W. P. M. H. , Heemels

The key task of physical simulation is to solve partial differential equations (PDEs) on discretized domains, which is known to be costly. In particular, high-fidelity solutions are much more expensive than low-fidelity ones. To reduce the…

Machine Learning · Statistics 2020-06-11 Zheng Wang , Wei Xing , Robert Kirby , Shandian Zhe

The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing reliable uncertainty…

Machine Learning · Statistics 2024-09-18 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

The behavior of many dynamical systems follow complex, yet still unknown partial differential equations (PDEs). While several machine learning methods have been proposed to learn PDEs directly from data, previous methods are limited to…

Machine Learning · Computer Science 2021-02-01 Valerii Iakovlev , Markus Heinonen , Harri Lähdesmäki

In this paper, we present a new statistical approach to the problem of incorporating experimental observations into a mathematical model described by linear partial differential equations (PDEs) to improve the prediction of the state of a…

Analysis of PDEs · Mathematics 2014-05-30 Ngoc-Cuong Nguyen , Jaime Peraire

Physical modeling is critical for many modern science and engineering applications. From a data science or machine learning perspective, where more domain-agnostic, data-driven models are pervasive, physical knowledge -- often expressed as…

Machine Learning · Computer Science 2022-07-22 Da Long , Zheng Wang , Aditi Krishnapriyan , Robert Kirby , Shandian Zhe , Michael Mahoney

The study presents a general framework for discovering underlying Partial Differential Equations (PDEs) using measured spatiotemporal data. The method, called Sparse Spatiotemporal System Discovery ($\text{S}^3\text{d}$), decides which…