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Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

We propose a Standing Wave Decomposition (SWD) approximation to Gaussian Process regression (GP). GP involves a costly matrix inversion operation, which limits applicability to large data analysis. For an input space that can be…

Machine Learning · Statistics 2018-09-19 Chi-Ken Lu , Scott Cheng-Hsin Yang , Patrick Shafto

This paper addresses the problem of active learning of a multi-output Gaussian process (MOGP) model representing multiple types of coexisting correlated environmental phenomena. In contrast to existing works, our active learning problem…

Machine Learning · Statistics 2015-11-25 Yehong Zhang , Trong Nghia Hoang , Kian Hsiang Low , Mohan Kankanhalli

The recent accelerated growth in the computing power has generated popularization of experimentation with dynamic computer models in various physical and engineering applications. Despite the extensive statistical research in computer…

Methodology · Statistics 2018-10-18 Ru Zhang , Chunfang Devon Lin , Pritam Ranjan

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…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

Gaussian processes (GPs) are typically criticised for their unfavourable scaling in both computational and memory requirements. For large datasets, sparse GPs reduce these demands by conditioning on a small set of inducing variables…

The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…

Computation · Statistics 2022-04-11 Daniel Sanz-Alonso , Ruiyi Yang

Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…

Machine Learning · Statistics 2021-10-26 Veit Wild , George Wynne

In this paper, the problem of estimating the level set of a black-box function from noisy and expensive evaluation queries is considered. A new algorithm for this problem in the Bayesian framework with a Gaussian Process (GP) prior is…

Machine Learning · Statistics 2019-02-27 Shubhanshu Shekhar , Tara Javidi

We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic…

Machine Learning · Statistics 2020-03-03 Xiong Lyu , Mickael Binois , Michael Ludkovski

The transduction of sequence has been mostly done by recurrent networks, which are computationally demanding and often underestimate uncertainty severely. We propose a computationally efficient attention-based network combined with the…

Machine Learning · Computer Science 2021-02-11 Kuilin Chen , Chi-Guhn Lee

Low-precision arithmetic has had a transformative effect on the training of neural networks, reducing computation, memory and energy requirements. However, despite its promise, low-precision arithmetic has received little attention for…

Machine Learning · Computer Science 2022-07-15 Wesley J. Maddox , Andres Potapczynski , Andrew Gordon Wilson

We present a framework for approximate Bayesian inference when only a limited number of noisy log-likelihood evaluations can be obtained due to computational constraints, which is becoming increasingly common for applications of complex…

Methodology · Statistics 2023-09-01 Marko Järvenpää , Jukka Corander

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

Multiagent Systems · Computer Science 2026-02-13 Sanket A. Salunkhe , George P. Kontoudis

Uncertainty control and scalability to large datasets are the two main issues for the deployment of Gaussian process (GP) models within the autonomous machine learning-based prediction pipelines in material science and chemistry. One way to…

Chemical Physics · Physics 2024-02-21 Mikhail Tsitsvero , Mingoo Jin , Andrey Lyalin

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Machine Learning · Computer Science 2020-04-28 Martin Trapp , Robert Peharz , Franz Pernkopf , Carl E. Rasmussen

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…

Machine Learning · Computer Science 2024-07-03 Daniel Iong , Matthew McAnear , Yuezhou Qu , Shasha Zou , Gabor Toth , Yang Chen

Sparse variational Gaussian processes (GPs) construct tractable posterior approximations to GP models. At the core of these methods is the assumption that the true posterior distribution over training function values ${\bf f}$ and inducing…

Machine Learning · Computer Science 2025-06-27 Michalis K. Titsias

Gaussian processes (GPs) are widely used as distributions of random effects in linear mixed models, which are fit using the restricted likelihood or the closely-related Bayesian analysis. This article addresses two problems. First, we…

Methodology · Statistics 2018-05-04 Maitreyee Bose , James S. Hodges , Sudipto Banerjee

Sparse variational Gaussian process (GP) approximations based on inducing points have become the de facto standard for scaling GPs to large datasets, owing to their theoretical elegance, computational efficiency, and ease of implementation.…

Machine Learning · Statistics 2025-02-14 Thang D. Bui , Matthew Ashman , Richard E. Turner