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The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

Parameter identification problems in partial differential equations (PDEs) consist in determining one or more functional coefficient in a PDE. In this article, the Bayesian nonparametric approach to such problems is considered. Focusing on…

Statistics Theory · Mathematics 2025-04-24 Matteo Giordano

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

Multiagent Systems · Computer Science 2026-02-13 Sanket A. Salunkhe , George P. Kontoudis

Physics-informed machine learning (PIML) has emerged as a promising alternative to conventional numerical methods for solving partial differential equations (PDEs). PIML models are increasingly built via deep neural networks (NNs) whose…

Machine Learning · Computer Science 2024-09-30 Carlos Mora , Amin Yousefpour , Shirin Hosseinmardi , Ramin Bostanabad

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…

Machine Learning · Computer Science 2025-02-04 Oliver Hamelijnck , Arno Solin , Theodoros Damoulas

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Econometrics · Economics 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid

Parameter estimation and trajectory reconstruction for data-driven dynamical systems governed by ordinary differential equations (ODEs) are essential tasks in fields such as biology, engineering, and physics. These inverse problems --…

Machine Learning · Statistics 2025-01-27 Jianhong Chen , Shihao Yang

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

Computation · Statistics 2026-03-26 Deyu Ming , Daniel Williamson

This work describes the implementation of a data-driven approach for the reduction of the complexity of parametrical partial differential equations (PDEs) employing Proper Orthogonal Decomposition (POD) and Gaussian Process Regression…

Numerical Analysis · Mathematics 2024-01-22 Giulio Ortali , Nicola Demo , Gianluigi Rozza

The numerical approximation of partial differential equations (PDEs) using neural networks has seen significant advancements through Physics-Informed Neural Networks (PINNs). Despite their straightforward optimization framework and…

Machine Learning · Computer Science 2025-03-19 Namgyu Kang , Jaemin Oh , Youngjoon Hong , Eunbyung Park

Computer simulations of differential equations require a time discretization, which inhibits to identify the exact solution with certainty. Probabilistic simulations take this into account via uncertainty quantification. The construction of…

Numerical Analysis · Mathematics 2020-10-15 Philipp Frank , Torsten A. Enßlin

A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…

Machine Learning · Statistics 2013-11-28 Lifeng Shang , Antoni B. Chan

We consider the statistical linear inverse problem of making inference on an unknown source function in an elliptic partial differential equation from noisy observations of its solution. We employ nonparametric Bayesian procedures based on…

Statistics Theory · Mathematics 2024-07-26 Matteo Giordano

Data-driven approaches achieve remarkable results for the modeling of complex dynamics based on collected data. However, these models often neglect basic physical principles which determine the behavior of any real-world system. This…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Thomas Beckers , Jacob Seidman , Paris Perdikaris , George J. Pappas

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

We propose a family of multivariate Gaussian process models for correlated outputs, based on assuming that the likelihood function takes the generic form of the multivariate exponential family distribution (EFD). We denote this model as a…

Machine Learning · Statistics 2013-11-05 Antoni B. Chan

Centuries of development in natural sciences and mathematical modeling provide valuable domain expert knowledge that has yet to be explored for the development of machine learning models. When modeling complex physical systems, both domain…

Machine Learning · Computer Science 2020-09-01 Daniel L. Marino , Milos Manic

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons