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The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

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

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Machine Learning · Computer Science 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

How can we efficiently gather information to optimize an unknown function, when presented with multiple, mutually dependent information sources with different costs? For example, when optimizing a robotic system, intelligently trading off…

Machine Learning · Computer Science 2018-11-05 Jialin Song , Yuxin Chen , Yisong Yue

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

In this work, we propose a framework that combines the approximation-theory-based multifidelity method and Gaussian-process-regression-based multifidelity method to achieve data-model convergence when stochastic simulation models and sparse…

Machine Learning · Statistics 2018-12-10 Xiu Yang , Xueyu Zhu , Jing Li

Optimizing complex manufacturing processes often involves a trade-off between data accuracy and acquisition cost. High-fidelity data are accurate but limited, while low-fidelity data are abundant but often biased. Balancing these two…

High-precision measurements require optimal setups and analysis tools to achieve continuous improvements. Systematic corrections need to be modeled with high accuracy and known uncertainty to reconstruct underlying physical phenomena. To…

Data Analysis, Statistics and Probability · Physics 2022-05-31 Max Lamparth , Mattis Bestehorn , Bastian Märkisch

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

Biomedical data, particularly in the field of genomics, has characteristics which make it challenging for machine learning applications - it can be sparse, high dimensional and noisy. Biomedical applications also present challenges to model…

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Gaussian processes are ubiquitous in machine learning, statistics, and applied mathematics. They provide a flexible modelling framework for approximating functions, whilst simultaneously quantifying uncertainty. However, this is only true…

Statistics Theory · Mathematics 2021-05-19 George Wynne , François-Xavier Briol , Mark Girolami

Estimating state of health is a critical function of a battery management system but remains challenging due to the variability of operating conditions and usage requirements of real applications. As a result, techniques based on fitting…

Systems and Control · Electrical Eng. & Systems 2025-02-17 Antti Aitio , Dominik Jöst , Dirk Uwe Sauer , David A. Howey

Multiscale modeling is a systematic approach to describe the behavior of complex systems by coupling models from different scales. The approach has been demonstrated to be very effective in areas of science as diverse as materials science,…

Computational Physics · Physics 2020-01-08 Ting Wang , Kenneth W. Leiter , Petr Plechac , Jaroslaw Knap

Parameter estimation is a major challenge in computational modeling of biological processes. This is especially the case in image-based modeling where the inherently quantitative output of the model is measured against image data, which is…

Quantitative Methods · Quantitative Biology 2018-07-27 Diana Barac , Michael D. Multerer , Dagmar Iber

Computer models are used as a way to explore complex physical systems. Stationary Gaussian process emulators, with their accompanying uncertainty quantification, are popular surrogates for computer models. However, many computer models are…

Methodology · Statistics 2024-11-25 Faezeh Yazdi , Derek Bingham , Daniel Williamson

This paper investigates a recursive formulation of auto-regressive multi-fidelity Gaussian process regression in the challenging setting of noisy and non-nested high- and low-fidelity data. We propose a decoupled optimization strategy based…

Applications · Statistics 2026-05-21 Nils Baillie , Baptiste Kerleguer , Cyril Feau , Josselin Garnier