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Current remote sensing image classification problems have to deal with an unprecedented amount of heterogeneous and complex data sources. Upcoming missions will soon provide large data streams that will make land cover/use classification…

Machine Learning · Computer Science 2017-10-04 Pablo Morales-Alvarez , Adrian Perez-Suay , Rafael Molina , Gustau Camps-Valls

In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…

Robotics · Computer Science 2014-12-02 Sean Anderson , Timothy D. Barfoot , Chi Hay Tong , Simo Särkkä

We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…

Machine Learning · Statistics 2020-06-05 Trefor W. Evans , Prasanth B. Nair

We introduce a novel stochastic variational inference method for Gaussian process ($\mathcal{GP}$) regression, by deriving a posterior over a learnable set of coresets: i.e., over pseudo-input/output, weighted pairs. Unlike former free-form…

Machine Learning · Computer Science 2025-03-06 Mert Ketenci , Adler Perotte , Noémie Elhadad , Iñigo Urteaga

Neural rendering techniques have made substantial progress in generating photo-realistic 3D scenes. The latest 3D Gaussian Splatting technique has achieved high quality novel view synthesis as well as fast rendering speed. However, 3D…

Graphics · Computer Science 2025-05-09 Xinran Yang , Donghao Ji , Yuanqi Li , Jie Guo , Yanwen Guo , Junyuan Xie

Gaussian processes (GPs) are crucial in machine learning for quantifying uncertainty in predictions. However, their associated covariance matrices, defined by kernel functions, are typically dense and large-scale, posing significant…

Machine Learning · Computer Science 2025-04-02 Theresa Wagner , Tianshi Xu , Franziska Nestler , Yuanzhe Xi , Martin Stoll

Kernel-based models such as kernel ridge regression and Gaussian processes are ubiquitous in machine learning applications for regression and optimization. It is well known that a major downside for kernel-based models is the high…

Machine Learning · Computer Science 2022-06-22 Sattar Vakili , Jonathan Scarlett , Da-shan Shiu , Alberto Bernacchia

Methods for inference and simulation of linearly constrained Gaussian Markov Random Fields (GMRF) are computationally prohibitive when the number of constraints is large. In some cases, such as for intrinsic GMRFs, they may even be…

Methodology · Statistics 2021-06-04 David Bolin , Jonas Wallin

Studies of hadron resonances and their properties are limited by the accuracy and consistency of measured datasets, which can originate from many different experiments. We have used Gaussian Processes (GP) to build interpolated datasets,…

Data Analysis, Statistics and Probability · Physics 2025-05-06 R. F. Ferguson , D. G. Ireland , B. McKinnon

Kernel interpolation, especially in the context of Gaussian process emulation, is a widely used technique in surrogate modelling, where the goal is to cheaply approximate an input-output map using a limited number of function evaluations.…

Numerical Analysis · Mathematics 2025-11-13 Elliot J. Addy , Jonas Latz , Aretha L. Teckentrup

Gaussian process (GP) regression provides a flexible, nonparametric framework for probabilistic modeling, yet remains computationally demanding in large-scale applications. For one-dimensional data, state space (SS) models achieve…

Machine Learning · Statistics 2025-11-07 Liang Ding , Rui Tuo , Lu Zhou

In many areas of science and engineering, computer simulations are widely used as proxies for physical experiments, which can be infeasible or unethical. Such simulations can often be computationally expensive, and an emulator can be…

Machine Learning · Statistics 2023-02-03 Tao Tang , Simon Mak , David Dunson

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

The canonical technique for nonlinear modeling of spatial/point-referenced data is known as kriging in geostatistics, and as Gaussian Process (GP) regression for surrogate modeling and statistical learning. This article reviews many…

Applications · Statistics 2022-12-16 Ryan B. Christianson , Ryan M. Pollyea , Robert B. Gramacy

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…

Belonging to the family of Bayesian nonparametrics, Gaussian process (GP) based approaches have well-documented merits not only in learning over a rich class of nonlinear functions, but also in quantifying the associated uncertainty.…

Machine Learning · Statistics 2021-10-14 Qin Lu , Georgios V. Karanikolas , Georgios B. Giannakis

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…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

Recent work on simultaneous trajectory estimation and mapping (STEAM) for mobile robots has found success by representing the trajectory as a Gaussian process. Gaussian processes can represent a continuous-time trajectory, elegantly handle…

Robotics · Computer Science 2015-04-13 Xinyan Yan , Vadim Indelman , Byron Boots

In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…

Computational Finance · Quantitative Finance 2024-04-19 Jirong Zhuang , Deng Ding , Weiguo Lu , Xuan Wu , Gangnan Yuan

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee