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For many real time applications, it is important to validate the information received from the sensors before entering higher levels of reasoning. This paper presents an any time probabilistic algorithm for validating the information…

Artificial Intelligence · Computer Science 2013-02-01 Pablo H. Ibarguengoytia , Luis Enrique Sucar , Sunil Vadera

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

We propose a similarity measure for sparsely sampled time course data in the form of a log-likelihood ratio of Gaussian processes (GP). The proposed GP similarity is similar to a Bayes factor and provides enhanced robustness to noise in…

Machine Learning · Computer Science 2021-02-25 Zijing Liu , Mauricio Barahona

Gaussian processes (GPs) are becoming a standard tool to build terrain representations thanks to their capacity to model map uncertainty. This effectively yields a reliability measure of the areas of the map, which can be directly utilized…

Robotics · Computer Science 2022-03-22 Ignacio Torroba , Christopher Illife Sprague , John Folkesson

Gaussian processes (GPs) have been proven to be powerful tools in various areas of machine learning. However, there are very few applications of GPs in the scenario of multi-view learning. In this paper, we present a new GP model for…

Machine Learning · Statistics 2017-01-18 Qiuyang Liu , Shiliang Sun

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

Machine Learning · Computer Science 2026-01-13 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski

Active learning of physical systems must commonly respect practical safety constraints, which restricts the exploration of the design space. Gaussian Processes (GPs) and their calibrated uncertainty estimations are widely used for this…

Machine Learning · Computer Science 2024-04-16 Jörn Tebbe , Christoph Zimmer , Ansgar Steland , Markus Lange-Hegermann , Fabian Mies

Gaussian process (GP) covariance function is proposed as a matching tool in GPMatch within a full Bayesian framework under relatively weaker causal assumptions. The matching is accomplished by utilizing GP prior covariance function to…

Methodology · Statistics 2019-03-18 Bin Huang , Chen Chen , Jinzhong Liu

Studies of hadron resonances and their properties are limited by the accuracy and consistency of measured datasets, which can originate from many different experiments. We have used Gaussian Processes (GP) to build interpolated datasets,…

Data Analysis, Statistics and Probability · Physics 2025-05-06 R. F. Ferguson , D. G. Ireland , B. McKinnon

Gaussian processes (GPs) are a highly flexible, nonparametric statistical model that are commonly used to fit nonlinear relationships or account for correlation between observations. However, the computational load of fitting a Gaussian…

Computation · Statistics 2023-10-30 Matthew J Heaton , Jacob A. Johnson

Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters…

Machine Learning · Statistics 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Processes are a popular class of models used for this purpose…

Instrumentation and Methods for Astrophysics · Physics 2017-11-15 Daniel Foreman-Mackey , Eric Agol , Sivaram Ambikasaran , Ruth Angus

We propose a novel method for maximum likelihood-based parameter inference in nonlinear and/or non-Gaussian state space models. The method is an iterative procedure with three steps. At each iteration a particle filter is used to estimate…

Computation · Statistics 2016-03-22 Johan Dahlin , Fredrik Lindsten

A key challenge in the practical application of Gaussian processes (GPs) is selecting a proper covariance function. The moving average, or process convolutions, construction of GPs allows some additional flexibility, but still requires…

Machine Learning · Statistics 2022-10-19 Thomas M. McDonald , Magnus Ross , Michael T. Smith , Mauricio A. Álvarez

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

Machine Learning · Computer Science 2013-09-27 James Hensman , Nicolo Fusi , Neil D. Lawrence

A single-index model (SIM) provides for parsimonious multi-dimensional nonlinear regression by combining parametric (linear) projection with univariate nonparametric (non-linear) regression models. We show that a particular Gaussian process…

Methodology · Statistics 2011-08-18 Robert B. Gramacy , Heng Lian

This paper examines experimental design procedures used to develop surrogates of computational models, exploring the interplay between experimental designs and approximation algorithms. We focus on two widely used approximation approaches,…

Numerical Analysis · Computer Science 2016-05-02 Alex A. Gorodetsky , Youssef M. Marzouk

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

The use of Gaussian processes (GPs) is a common approach to account for correlated noise in exoplanet time series, particularly for transmission and emission spectroscopy. This analysis has typically been performed for each wavelength…

Earth and Planetary Astrophysics · Physics 2024-06-05 Mark Fortune , Neale P. Gibson , Daniel Foreman-Mackey , Thomas M. Evans-Soma , Cathal Maguire , Swaetha Ramkumar

Characterizing quantum processes is indispensable for the implementation of any task in quantum information processing. In this paper, we develop an efficient method to fully characterize arbitrary Gaussian processes in continuous-variable…

Quantum Physics · Physics 2025-09-05 Logan W. Grove , Pratik J. Barge , Kevin Valson Jacob
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