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Posterior sampling by Monte Carlo methods provides a more comprehensive solution approach to inverse problems than computing point estimates such as the maximum posterior using optimization methods, at the expense of usually requiring many…

Numerical Analysis · Mathematics 2024-11-28 Paolo Villani , Daniel Andrés-Arcones , Jörg F. Unger , Martin Weiser

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

The problem of classifying graphs is ubiquitous in machine learning. While it is standard to apply graph neural networks or graph kernel methods, Gaussian processes can be employed by transforming spatial features from the graph domain into…

Machine Learning · Computer Science 2025-02-04 Mathieu Alain , So Takao , Xiaowen Dong , Bastian Rieck , Emmanuel Noutahi

Gaussian processes are used in many machine learning applications that rely on uncertainty quantification. Recently, computational tools for working with these models in geometric settings, such as when inputs lie on a Riemannian manifold,…

Machine Learning · Statistics 2023-10-31 Paul Rosa , Viacheslav Borovitskiy , Alexander Terenin , Judith Rousseau

Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Robert B. Gramacy , Benjamin Haaland

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Machine Learning · Statistics 2019-09-12 Christian Agrell

The increasing availability of graph-structured data motivates the task of optimising over functions defined on the node set of graphs. Traditional graph search algorithms can be applied in this case, but they may be sample-inefficient and…

Machine Learning · Computer Science 2023-10-31 Xingchen Wan , Pierre Osselin , Henry Kenlay , Binxin Ru , Michael A. Osborne , Xiaowen Dong

We present a framework for efficiently approximating differential-geometric primitives on arbitrary manifolds via construction of an atlas graph representation, which leverages the canonical characterization of a manifold as a finite…

Machine Learning · Computer Science 2025-01-23 Ryan A. Robinett , Lorenzo Orecchia , Samantha J. Riesenfeld

The last decade has witnessed an explosion in the development of models, theory and computational algorithms for "big data" analysis. In particular, distributed computing has served as a natural and dominating paradigm for statistical…

Machine Learning · Statistics 2018-11-02 Bayan Saparbayeva , Michael Minyi Zhang , Lizhen Lin

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

In this paper, we consider the challenge of maximizing an unknown function f for which evaluations are noisy and are acquired with high cost. An iterative procedure uses the previous measures to actively select the next estimation of f…

Machine Learning · Computer Science 2013-09-03 Emile Contal , David Buffoni , Alexandre Robicquet , Nicolas Vayatis

Normal estimation for 3D point clouds is a fundamental task in 3D geometry processing. The state-of-the-art methods rely on priors of fitting local surfaces learned from normal supervision. However, normal supervision in benchmarks comes…

Computer Vision and Pattern Recognition · Computer Science 2023-11-02 Qing Li , Huifang Feng , Kanle Shi , Yue Gao , Yi Fang , Yu-Shen Liu , Zhizhong Han

Consider the sequential optimization of a continuous, possibly non-convex, and expensive to evaluate objective function $f$. The problem can be cast as a Gaussian Process (GP) bandit where $f$ lives in a reproducing kernel Hilbert space…

Machine Learning · Statistics 2021-08-23 Sattar Vakili , Nacime Bouziani , Sepehr Jalali , Alberto Bernacchia , Da-shan Shiu

Algorithms proposed for solving high-dimensional optimization problems with no derivative information frequently encounter the "curse of dimensionality," becoming ineffective as the dimension of the parameter space grows. One feature of a…

Optimization and Control · Mathematics 2020-04-28 Dmitry Pozharskiy , Noah J. Wichrowski , Andrew B. Duncan , Grigorios A. Pavliotis , Ioannis G. Kevrekidis

Calibration is a highly challenging task, in particular in multiple yield curve markets. This paper is a first attempt to study the chances and challenges of the application of machine learning techniques for this. We employ Gaussian…

Pricing of Securities · Quantitative Finance 2020-04-20 Sandrine Gümbel , Thorsten Schmidt

Coverage control is essential for the optimal deployment of agents to monitor or cover areas with sensory demands. While traditional coverage involves single-task robots, increasing autonomy now enables multitask operations. This paper…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Lai Wei , Andrew McDonald , Vaibhav Srivastava

In recent years, surrogate models have been successfully used in likelihood-free inference to decrease the number of simulator evaluations. The current state-of-the-art performance for this task has been achieved by Bayesian Optimization…

Machine Learning · Computer Science 2021-10-06 Alexander Aushev , Henri Pesonen , Markus Heinonen , Jukka Corander , Samuel Kaski

We propose an extension of Thompson sampling to optimization problems over function spaces where the objective is a known functional of an unknown operator's output. We assume that queries to the operator (such as running a high-fidelity…

Machine Learning · Statistics 2026-01-21 Rafael Oliveira , Xuesong Wang , Kian Ming A. Chai , Edwin V. Bonilla

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

To reduce cost in storing, processing and visualizing a large-scale point cloud, we consider a randomized resampling strategy to select a representative subset of points while preserving application-dependent features. The proposed strategy…

Computer Vision and Pattern Recognition · Computer Science 2018-02-14 Siheng Chen , Dong Tian , Chen Feng , Anthony Vetro , Jelena Kovačević