Related papers: B\'ezier Curve Gaussian Processes
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…
We introduce a novel combination of Bayesian Models (BMs) and Neural Networks (NNs) for making predictions with a minimum expected risk. Our approach combines the best of both worlds, the data efficiency and interpretability of a BM with…
We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a Gaussian process prior for the function's…
Probabilistic machine learning techniques can learn both complex relations between input features and output quantities of interest as well as take into account stochasticity or uncertainty within a data set. In this initial work, we…
Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…
Generative Flow Networks (GFlowNets), a class of generative models over discrete and structured sample spaces, have been previously applied to the problem of inferring the marginal posterior distribution over the directed acyclic graph…
Geological process models simulate a range of dynamic processes to evolve a base topography into a final 2D cross-section or 3D geological scenario. In principle, process parameters may be updated to better align with observed geophysical…
Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support…
In the modern age of social media and networks, graph representations of real-world phenomena have become an incredibly useful source to mine insights. Often, we are interested in understanding how entities in a graph are interconnected.…
By formulating the inverse problem of partial differential equations (PDEs) as a statistical inference problem, the Bayesian approach provides a general framework for quantifying uncertainties. In the inverse problem of PDEs, parameters are…
The wide adoption of Convolutional Neural Networks (CNNs) in applications where decision-making under uncertainty is fundamental, has brought a great deal of attention to the ability of these models to accurately quantify the uncertainty in…
Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…
Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…
Bayesian geoacoustic inversion problems are conventionally solved by Markov chain Monte Carlo methods or its variants, which are computationally expensive. This paper extends the classic Bayesian geoacoustic inversion framework by deriving…
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…
Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…
Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…
Bayesian neural networks (BNN) can estimate the uncertainty in predictions, as opposed to non-Bayesian neural networks (NNs). However, BNNs have been far less widely used than non-Bayesian NNs in practice since they need iterative NN…
In this paper we introduce a novel online time series forecasting model we refer to as the pM-GP filter. We show that our model is equivalent to Gaussian process regression, with the advantage that both online forecasting and online…
Bayesian models are a powerful tool for studying complex data, allowing the analyst to encode rich hierarchical dependencies and leverage prior information. Most importantly, they facilitate a complete characterization of uncertainty…