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Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

We develop a novel framework to accelerate Gaussian process regression (GPR). In particular, we consider localization kernels at each data point to down-weigh the contributions from other data points that are far away, and we derive the GPR…

Machine Learning · Statistics 2022-10-19 Davit Gogolashvili , Bogdan Kozyrskiy , Maurizio Filippone

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

Machine Learning · Statistics 2016-05-16 Christopher J. Moore , Alvin J. K. Chua , Christopher P. L. Berry , Jonathan R. Gair

In this paper, we apply the practical GADI-HS iteration as a smoother in algebraic multigrid (AMG) method for solving second-order non-selfadjoint elliptic problem. Additionally, we prove the convergence of the derived algorithm and…

Numerical Analysis · Mathematics 2025-12-08 Juan Zhang , Junyue Luo

Recently, Gaussian processes have been used to model the vector field of continuous dynamical systems, referred to as GPODEs, which are characterized by a probabilistic ODE equation. Bayesian inference for these models has been extensively…

Machine Learning · Computer Science 2025-08-11 Jian Xu , Shian Du , Junmei Yang , Xinghao Ding , John Paisley , Delu Zeng

Adaptive sampling based on Gaussian process regression (GPR) has already been applied with considerable success to generate boundary test scenarios for multi-UAV systems (MUS). One of the key techniques in such researches is leveraging the…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Hanxu Jiang , Haiyue Yu , Xiaotong Xie , Qi Gao , Jiang Jiang , Jianbin Sun

Bayesian optimization (BO) based on Gaussian process regression (GPR) is applied to different CFD (computational fluid dynamics) problems which can be of practical relevance. The problems are i) shape optimization in a lid-driven cavity to…

Fluid Dynamics · Physics 2021-11-15 Y. Morita , S. Rezaeiravesh , N. Tabatabaei , R. Vinuesa , K. Fukagata , P. Schlatter

Koopman Operator Theory has opened the doors to data-driven learning of globally linear representations of complex nonlinear systems. However, current methodologies for Koopman Operator discovery struggle with uncertainty quantification and…

Systems and Control · Electrical Eng. & Systems 2025-11-11 Abhigyan Majumdar , Navid Mojahed , Shima Nazari

This paper outlines an approach towards improved rigour in tokamak turbulence transport model validation within integrated modelling. Gaussian process regression (GPR) techniques were applied for profile fitting during the preparation of…

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

Pressure field estimation from PIV data has been a well-established technique. However, time-resolved pressure estimation strongly depends on the temporal resolution of the PIV measurements. Generally, PIV data has limited time resolution…

Fluid Dynamics · Physics 2025-12-17 Neetu Tiwari , Ajit Kumar Dubey

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

Experimentally-measured pressure fields play an important role in understanding many fluid dynamics problems. Unfortunately, pressure fields are difficult to measure directly with non-invasive, spatially resolved diagnostics, and…

Fluid Dynamics · Physics 2024-04-16 Fernando Zigunov , John Charonko

Phase retrieval (PR) is a crucial problem in many imaging applications. This study focuses on resolving the holographic phase retrieval problem in situations where the measurements are affected by a combination of Poisson and Gaussian…

Signal Processing · Electrical Eng. & Systems 2023-09-22 Zongyu Li , Jason Hu , Xiaojian Xu , Liyue Shen , Jeffrey A. Fessler

Over the past decade, a number of algorithms for full-field elastic strain estimation from neutron and X-ray measurements have been published. Many of the recently published algorithms rely on modelling the unknown strain field as a…

Computational Physics · Physics 2020-07-10 A. W. T. Gregg , J. N. Hendriks , C. M. Wensrich , N. O'Dell

This paper presents a novel variational inference framework for deriving a family of Bayesian sparse Gaussian process regression (SGPR) models whose approximations are variationally optimal with respect to the full-rank GPR model enriched…

Machine Learning · Computer Science 2019-03-25 Haibin Yu , Trong Nghia Hoang , Kian Hsiang Low , Patrick Jaillet

In this work, we employ the Bayesian inference framework to solve the problem of estimating the solution and particularly, its derivatives, which satisfy a known differential equation, from the given noisy and scarce observations of the…

Computation · Statistics 2020-10-09 Hongqiao Wang , Xiang Zhou

This study presents a novel mixed-precision iterative refinement algorithm, GADI-IR, within the general alternating-direction implicit (GADI) framework, designed for efficiently solving large-scale sparse linear systems. By employing…

Numerical Analysis · Mathematics 2025-03-24 Jifeng Ge , Juan Zhang

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…

Machine Learning · Computer Science 2024-09-20 Shifan Zhao , Jiaying Lu , Ji Yang , Edmond Chow , Yuanzhe Xi

Given the noisy pairwise measurements among a set of unknown group elements, how to recover them efficiently and robustly? This problem, known as group synchronization, has drawn tremendous attention in the scientific community. In this…

Information Theory · Computer Science 2021-12-30 Shuyang Ling