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Accurate modeling of spatial dependence is pivotal in analyzing spatial data, influencing parameter estimation and predictions. The spatial structure of the data significantly impacts valid statistical inference. Existing models for areal…

Methodology · Statistics 2025-12-11 Lucas da Cunha Godoy , Marcos Oliveira Prates , Jun Yan

Multi-task Gaussian process (MTGP) is a well-known non-parametric Bayesian model for learning correlated tasks effectively by transferring knowledge across tasks. But current MTGPs are usually limited to the multi-task scenario defined in…

Machine Learning · Statistics 2024-10-28 Haitao Liu , Kai Wu , Yew-Soon Ong , Chao Bian , Xiaomo Jiang , Xiaofang Wang

Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes…

Machine Learning · Statistics 2009-11-30 Mauricio A. Álvarez , Neil D. Lawrence

This paper explores a federated learning approach that automatically selects the number of latent processes in multi-output Gaussian processes (MGPs). The MGP has seen great success as a transfer learning tool when data is generated from…

Machine Learning · Statistics 2024-07-25 Jingyi Gao , Seokhyun Chung

We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…

Methodology · Statistics 2020-07-28 Rahi Kalantari , Mingyuan Zhou

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

We investigate joint modeling of longevity trends using the spatial statistical framework of Gaussian Process regression. Our analysis is motivated by the Human Mortality Database (HMD) that provides unified raw mortality tables for nearly…

Applications · Statistics 2020-03-06 Nhan Huynh , Mike Ludkovski

Census data provide detailed information about population characteristics at a coarse resolution. Nevertheless, fine-grained, high-resolution mappings of population counts are increasingly needed to characterize population dynamics and to…

Machine Learning · Computer Science 2019-07-02 Guillaume Derval , Frédéric Docquier , Pierre Schaus

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…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

Dynamic behavior of traffic adversely affect the performance of the prediction models in intelligent transportation applications. This study applies Gaussian processes (GPs) to traffic speed prediction. Such predictions can be used by…

Applications · Statistics 2020-11-25 Gurcan Comert

Spatial fields in the Earth and environmental sciences are often available at multiple scales or resolutions. While coarse-scale data (e.g., from global circulation models) are often abundant, they lack the local detail provided by…

Methodology · Statistics 2026-04-01 Alejandro Calle-Saldarriaga , Paul F. V. Wiemann , Matthias Katzfuss

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Gaussian processes (GP) are a versatile tool in machine learning and computational science. We here consider the case of multi-output Gaussian processes (MOGP) and present low-rank approaches for efficiently computing the posterior mean of…

Numerical Analysis · Mathematics 2025-05-01 Sebastian Esche , Martin Stoll

Clustering mixed data presents numerous challenges inherent to the very heterogeneous nature of the variables. A clustering algorithm should be able, despite of this heterogeneity, to extract discriminant pieces of information from the…

Machine Learning · Computer Science 2022-05-10 Robin Fuchs , Denys Pommeret , Cinzia Viroli

Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from…

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

With the advent of artificial intelligence and machine learning, various domains of science and engineering communities have leveraged data-driven surrogates to model complex systems through fusing numerous sources of information (data)…

We present a framework for transfer learning based on modular variational Gaussian processes (GP). We develop a module-based method that having a dictionary of well fitted GPs, one could build ensemble GP models without revisiting any data.…

Machine Learning · Statistics 2021-10-27 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

In this work we introduce a mixture of GPs to address the data association problem, i.e. to label a group of observations according to the sources that generated them. Unlike several previously proposed GP mixtures, the novel mixture has…

Machine Learning · Statistics 2011-08-18 Miguel Lázaro-Gredilla , Steven Van Vaerenbergh , Neil Lawrence

We consider the problem of aggregating models learned from sequestered, possibly heterogeneous datasets. Exploiting tools from Bayesian nonparametrics, we develop a general meta-modeling framework that learns shared global latent structures…

Machine Learning · Statistics 2019-11-04 Mikhail Yurochkin , Mayank Agarwal , Soumya Ghosh , Kristjan Greenewald , Trong Nghia Hoang