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Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

Bayesian optimization (BO) has established itself as a leading strategy for efficiently optimizing expensive-to-evaluate functions. Existing BO methods mostly rely on Gaussian process (GP) surrogate models and are not applicable to…

Machine Learning · Computer Science 2024-01-29 Yongsheng Mei , Mahdi Imani , Tian Lan

We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

We introduce Gaussian orthogonal latent factor processes for modeling and predicting large correlated data. To handle the computational challenge, we first decompose the likelihood function of the Gaussian random field with a…

Methodology · Statistics 2021-11-30 Mengyang Gu , Hanmo Li

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This manuscript develops a class of highly scalable Nearest Neighbor Gaussian Process…

Methodology · Statistics 2016-01-05 Abhirup Datta , Sudipto Banerjee , Andrew O. Finley , Alan E. Gelfand

We make use of Kronecker structure for scaling Gaussian Process models to large-scale, heterogeneous, clinical data sets. Repeated measures, commonly performed in clinical research, facilitate computational acceleration for nonlinear…

Methodology · Statistics 2024-08-29 Owen Thomas , Leiv Rønneberg

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Muzaffar Qureshi , Tochukwu Elijah Ogri , Zachary I. Bell , Wanjiku A. Makumi , Rushikesh Kamalapurkar

Efficient characterization of surface compositions across high-dimensional materials spaces is critical for accelerating the discovery of surface-dominated functional materials. While X-ray photoelectron spectroscopy allows detailed surface…

Materials Science · Physics 2025-06-19 F. Thelen , F. Lourens , A. Ludwig

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

With the significant advancement in quantum computation in the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used…

Quantum Physics · Physics 2018-03-07 Siddhartha Das , George Siopsis , Christian Weedbrook

Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…

Machine Learning · Statistics 2022-06-20 Simon Pfingstl , Markus Zimmermann

Additive Gaussian Processes (GPs) are popular approaches for nonparametric feature selection. The common training method for these models is Bayesian Back-fitting. However, the convergence rate of Back-fitting in training additive GPs is…

Machine Learning · Statistics 2024-04-02 Lu Zou , Liang Ding

Gaussian processes provide a flexible framework for spatial prediction, but their computational cost limits applicability to large-scale data with large sample size $n$. Predictive processes (PPs), a popular low-rank approximation, mitigate…

Methodology · Statistics 2026-03-23 Nicolas Bianco , Nadja Klein

Events in spatiotemporal domains arise in numerous real-world applications, where uncovering event relationships and enabling accurate prediction are central challenges. Classical Poisson and Hawkes processes rely on restrictive parametric…

Machine Learning · Computer Science 2026-03-26 Zhitong Xu , Qiwei Yuan , Yinghao Chen , Yan Sun , Bin Shen , Shandian Zhe

A new type of nonstationary Gaussian process model is developed for approximating computationally expensive functions. The new model is a composite of two Gaussian processes, where the first one captures the smooth global trend and the…

Applications · Statistics 2013-01-14 Shan Ba , V. Roshan Joseph

Understanding sub-cellular protein localisation is an essential component to analyse context specific protein function. Recent advances in quantitative mass-spectrometry (MS) have led to high resolution mapping of thousands of proteins to…

Applications · Statistics 2019-03-12 Oliver M. Crook , Kathryn S. Lilley , Laurent Gatto , Paul D. W. Kirk

State-space formulations allow for Gaussian process (GP) regression with linear-in-time computational cost in spatio-temporal settings, but performance typically suffers in the presence of outliers. In this paper, we adapt and specialise…

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Machine Learning · Statistics 2019-12-06 David Tolpin

In this paper, we introduce an efficient sparse Gaussian process (E-SGP) for the surrogate modelling of fluid mechanics. This novel Bayesian machine learning algorithm allows efficient model training using databases of different structures.…

Machine Learning · Computer Science 2023-12-18 Yu Duan , Matthew Eaton , Michael Bluck
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