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We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

Methodology · Statistics 2012-07-02 Ricardo Silva , Zoubin Ghahramani

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

Machine Learning · Computer Science 2016-09-22 P. K. Srijith , P. Balamurugan , Shirish Shevade

Gaussian Mixture Models (GMM) do not adapt well to curved and strongly nonlinear data. However, we can use Gaussians in the curvilinear coordinate systems to solve this problem. Moreover, such a solution allows for the adaptation of…

Computer Vision and Pattern Recognition · Computer Science 2023-04-05 Krzysztof Byrski , Przemysław Spurek , Jacek Tabor

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

The performance of Gaussian Process (GP) regression is often hampered by the curse of dimensionality, which inflates computational cost and reduces predictive power in high-dimensional problems. Variable selection is thus crucial for…

Methodology · Statistics 2025-11-24 Minshen Xu , Shiwei Lan , Lulu Kang

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

Nonlinear model predictive control (NMPC) is an efficient approach for the control of nonlinear multivariable dynamic systems with constraints, which however requires an accurate plant model. Plant models can often be determined from first…

Systems and Control · Electrical Eng. & Systems 2021-08-17 E. Bradford , L. Imsland , M. Reble , E. A. del Rio-Chanona

In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

Numerical Analysis · Mathematics 2025-04-24 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Choosing appropriate hyperparameters plays a crucial role in the success of neural networks as hyper-parameters directly control the behavior and performance of the training algorithms. To obtain efficient tuning, Bayesian optimization…

Machine Learning · Statistics 2024-02-08 Jiazhao Zhang , Ying Hung , Chung-Ching Lin , Zicheng Liu

Multi-output Gaussian process (MGP) is commonly used as a transfer learning method to leverage information among multiple outputs. A key advantage of MGP is providing uncertainty quantification for prediction, which is highly important for…

Machine Learning · Statistics 2024-09-06 Wang Xinming , Li Yongxiang , Yue Xiaowei , Wu Jianguo

Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…

Systems and Control · Computer Science 2020-01-01 Lukas Hewing , Juraj Kabzan , Melanie N. Zeilinger

Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…

Methodology · Statistics 2025-12-23 Annie S. Booth

We develop a class of nearest-neighbor mixture models that provide direct, computationally efficient, probabilistic modeling for non-Gaussian geospatial data. The class is defined over a directed acyclic graph, which implies conditional…

Methodology · Statistics 2022-06-28 Xiaotian Zheng , Athanasios Kottas , Bruno Sansó

Inference on modern Bayesian Neural Networks (BNNs) often relies on a variational inference treatment, imposing violated assumptions of independence and the form of the posterior. Traditional MCMC approaches avoid these assumptions at the…

Machine Learning · Statistics 2026-04-07 Ethan Goan , Dimitri Perrin , Kerrie Mengersen , Clinton Fookes

Differential networks (DN) are important tools for modeling the changes in conditional dependencies between multiple samples. A Bayesian approach for estimating DNs, from the classical viewpoint, is introduced with a computationally…

Methodology · Statistics 2022-04-06 Jarod Smith , Mohammad Arashi , Andriette Bekker

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

A learning-based posterior distribution estimation method, Probabilistic Dipole Inversion (PDI), is proposed to solve quantitative susceptibility mapping (QSM) inverse problem in MRI with uncertainty estimation. A deep convolutional neural…

Image and Video Processing · Electrical Eng. & Systems 2020-04-28 Jinwei Zhang , Hang Zhang , Mert Sabuncu , Pascal Spincemaille , Thanh Nguyen , Yi Wang

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

Gaussian processes (GP) are powerful tools for probabilistic modeling purposes. They can be used to define prior distributions over latent functions in hierarchical Bayesian models. The prior over functions is defined implicitly by the mean…

Machine Learning · Statistics 2015-07-16 Jarno Vanhatalo , Jaakko Riihimäki , Jouni Hartikainen , Pasi Jylänki , Ville Tolvanen , Aki Vehtari
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