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In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ…

Machine Learning · Statistics 2023-12-19 Akhil Vakayil , Roshan Joseph

This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region.…

Machine Learning · Computer Science 2018-07-10 Chiwoo Park , Daniel Apley

Gaussian Process Regression (GPR) is a Bayesian method for inferring profiles based on input data. The technique is increasing in popularity in the fusion community due to its many advantages over traditional fitting techniques including…

Methodology · Statistics 2022-09-07 Jarrod Leddy , Sandeep Madireddy , Eric Howell , Scott Kruger

Retinal prostheses restore vision by electrically stimulating surviving neurons, but calibrating perceptual thresholds (i.e., the minimum stimulus intensity required for perception) remains a time-intensive challenge, especially for…

Quantitative Methods · Quantitative Biology 2025-04-30 Roksana Sadeghi , Michael Beyeler

Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…

Machine Learning · Statistics 2021-08-26 Nick Terry , Youngjun Choe

Gaussian Process Regression (GPR) is widely used for inferring functions from noisy data. GPR crucially relies on the choice of a kernel, which might be specified in terms of a collection of hyperparameters that must be chosen or learned.…

Numerical Analysis · Mathematics 2025-06-16 P. Michael Kielstra , Michael Lindsey

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

Gaussian processes have been successful in both supervised and unsupervised machine learning tasks, but their computational complexity has constrained practical applications. We introduce a new approximation for large-scale Gaussian…

Machine Learning · Computer Science 2015-11-03 David A. Moore , Stuart J. Russell

Resonances in open quantum systems depending on at least two controllable parameters can show the phenomenon of exceptional points (EPs), where not only the eigenvalues but also the eigenvectors of two or more resonances coalesce. Their…

Quantum Physics · Physics 2024-03-14 Patrick Egenlauf , Patric Rommel , Jörg Main

This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify…

Machine Learning · Statistics 2024-01-30 Jie Wang

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Almost all scientific data have uncertainties originating from different sources. Gaussian process regression (GPR) models are a natural way to model data with Gaussian-distributed uncertainties. GPR also has the benefit of reducing I/O…

Machine Learning · Statistics 2025-12-16 Haoyu Li , Isaac J Michaud , Ayan Biswas , Han-Wei Shen

Locally weighted regression was created as a nonparametric learning method that is computationally efficient, can learn from very large amounts of data and add data incrementally. An interesting feature of locally weighted regression is…

Machine Learning · Computer Science 2014-02-05 Franziska Meier , Philipp Hennig , Stefan Schaal

In this paper, we study random subsampling of Gaussian process regression, one of the simplest approximation baselines, from a theoretical perspective. Although subsampling discards a large part of training data, we show provable guarantees…

Machine Learning · Statistics 2019-01-29 Kohei Hayashi , Masaaki Imaizumi , Yuichi Yoshida

The extraction of parton distribution functions (PDFs) from experimental or lattice QCD data is an ill-posed inverse problem, where regularization strongly impacts both systematic uncertainties and the reliability of the results. We study a…

High Energy Physics - Lattice · Physics 2026-02-11 Yamil Cahuana Medrano , Hervé Dutrieux , Joseph Karpie , Kostas Orginos , Savvas Zafeiropoulos

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

Machine Learning · Computer Science 2019-12-30 Jan Graßhoff , Alexandra Jankowski , Philipp Rostalski

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

We show that Gaussian process regression (GPR) allows representing multivariate functions with low-dimensional terms via kernel design. When using a kernel built with HDMR (High-dimensional model representation), one obtains a similar type…

Numerical Analysis · Mathematics 2023-01-27 Eita Sasaki , Manabu Ihara , Sergei Manzhos

Local Polynomial Regression (LPR) is a widely used nonparametric method for modeling complex relationships due to its flexibility and simplicity. It estimates a regression function by fitting low-degree polynomials to localized subsets of…

Methodology · Statistics 2025-07-22 Yaniv Shulman

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

Machine Learning · Computer Science 2023-05-03 Cheng Chang , Tieyong Zeng