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Gaussian processes (GPs) offer a principled probabilistic model over functions, but exact inference is restricted to the linear-Gaussian regime. We establish an explicit equivalence between GPs and a class of linear diffusion models,…

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

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

This work leverages recent advances in probabilistic machine learning to discover conservation laws expressed by parametric linear equations. Such equations involve, but are not limited to, ordinary and partial differential,…

Machine Learning · Computer Science 2017-09-13 Maziar Raissi , George Em. Karniadakis

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

Existing methods for structure discovery in time series data construct interpretable, compositional kernels for Gaussian process regression models. While the learned Gaussian process model provides posterior mean and variance estimates,…

Machine Learning · Statistics 2016-11-22 David Janz , Brooks Paige , Tom Rainforth , Jan-Willem van de Meent , Frank Wood

With gates of a quantum computer designed to encode multi-dimensional vectors, projections of quantum computer states onto specific qubit states can produce kernels of reproducing kernel Hilbert spaces. We show that quantum kernels obtained…

Quantum Physics · Physics 2024-06-19 Jun Dai , Roman V. Krems

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its…

Computation · Statistics 2025-12-15 Jinglai Li , Hongqiao Wang

Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…

Machine Learning · Computer Science 2022-11-03 Killian Wood , Alec M. Dunton , Amanda Muyskens , Benjamin W. Priest

We present a practical way of introducing convolutional structure into Gaussian processes, making them more suited to high-dimensional inputs like images. The main contribution of our work is the construction of an inter-domain inducing…

Machine Learning · Statistics 2017-09-07 Mark van der Wilk , Carl Edward Rasmussen , James Hensman

Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…

Computation · Statistics 2024-08-02 Haoyuan Chen , Rui Tuo

Both experimental and computational methods for the exploration of structure, functionality, and properties of materials often necessitate the search across broad parameter spaces to discover optimal experimental conditions and regions of…

Computational Physics · Physics 2021-08-31 Maxim Ziatdinov , Ayana Ghosh , Sergei V. Kalinin

The quantum many-electron problem is not just at the heart of condensed matter phenomena, but also essential for first-principles simulation of chemical phenomena. Strong correlation in chemical systems are prevalent and present a…

Strongly Correlated Electrons · Physics 2025-09-01 Yannic Rath , Massimo Bortone , George H. Booth

This monograph studies the relations between two approaches using positive definite kernels: probabilistic methods using Gaussian processes, and non-probabilistic methods using reproducing kernel Hilbert spaces (RKHS). They are widely…

Machine Learning · Statistics 2025-06-24 Motonobu Kanagawa , Philipp Hennig , Dino Sejdinovic , Bharath K. Sriperumbudur

As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a convenient bridge for connecting intractable mathematical expressions with actionable…

Gaussian processes are a fully Bayesian smoothing technique that allows for the reconstruction of a function and its derivatives directly from observational data, without assuming a specific model or choosing a parameterization. This is…

Cosmology and Nongalactic Astrophysics · Physics 2013-11-27 Marina Seikel , Chris Clarkson

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…

We present a new framework for recycling independent variational approximations to Gaussian processes. The main contribution is the construction of variational ensembles given a dictionary of fitted Gaussian processes without revisiting any…

Machine Learning · Statistics 2020-10-07 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

Machine Learning · Computer Science 2017-10-06 Maruan Al-Shedivat , Andrew Gordon Wilson , Yunus Saatchi , Zhiting Hu , Eric P. Xing

Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator,…

Machine Learning · Statistics 2011-03-22 Nicolas Durrande , David Ginsbourger , Olivier Roustant