Related papers: Sparse Gaussian processes for solving nonlinear PD…
This thesis is mainly concerned with state-space approaches for solving deep (temporal) Gaussian process (DGP) regression problems. More specifically, we represent DGPs as hierarchically composed systems of stochastic differential equations…
Developing efficient numerical algorithms for the solution of high dimensional random Partial Differential Equations (PDEs) has been a challenging task due to the well-known curse of dimensionality. We present a new solution framework for…
This paper constitutes our initial effort in developing sparse grid discontinuous Galerkin (DG) methods for high-dimensional partial differential equations (PDEs). Over the past few decades, DG methods have gained popularity in many…
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…
Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…
Inducing-point-based sparse variational Gaussian processes have become the standard workhorse for scaling up GP models. Recent advances show that these methods can be improved by introducing a diagonal scaling matrix to the conditional…
We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…
In this work, we use Deep Gaussian Processes (DGPs) as statistical surrogates for stochastic processes with complex distributions. Conventional inferential methods for DGP models can suffer from high computational complexity as they require…
Gaussian process (GP) audio source separation is a time-domain approach that circumvents the inherent phase approximation issue of spectrogram based methods. Furthermore, through its kernel, GPs elegantly incorporate prior knowledge about…
In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…
Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…
Efficient simulation of stochastic partial differential equations (SPDE) on general domains requires noise discretization. This paper employs piecewise linear interpolation of noise in a fully discrete finite element approximation of a…
Partial Differential Equations (PDEs) describe several problems relevant to many fields of applied sciences, and their discrete counterparts typically involve the solution of sparse linear systems. In this context, we focus on the analysis…
Gaussian processes (GPs) and Gaussian random fields (GRFs) are essential for modelling spatially varying stochastic phenomena. Yet, the efficient generation of corresponding realisations on high-resolution grids remains challenging,…
Gaussian processes (GPs) provide a powerful non-parametric framework for reasoning over functions. Despite appealing theory, its superlinear computational and memory complexities have presented a long-standing challenge. State-of-the-art…
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…
Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing…
Gaussian processes (GP) are a well studied Bayesian approach for the optimization of black-box functions. Despite their effectiveness in simple problems, GP-based algorithms hardly scale to high-dimensional functions, as their per-iteration…
Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…
We propose a parallelizable sparse inverse formulation Gaussian process (SpInGP) for temporal models. It uses a sparse precision GP formulation and sparse matrix routines to speed up the computations. Due to the state-space formulation used…