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Gaussian Process Networks (GPNs) are a class of directed graphical models which employ Gaussian processes as priors for the conditional expectation of each variable given its parents in the network. The model allows the description of…

Machine Learning · Statistics 2024-02-20 Enrico Giudice , Jack Kuipers , Giusi Moffa

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

We present prompt distribution learning for effectively adapting a pre-trained vision-language model to address downstream recognition tasks. Our method not only learns low-bias prompts from a few samples but also captures the distribution…

Computer Vision and Pattern Recognition · Computer Science 2022-05-09 Yuning Lu , Jianzhuang Liu , Yonggang Zhang , Yajing Liu , Xinmei Tian

Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce…

Computation · Statistics 2014-02-25 Richard D Wilkinson

Bayesian methods feature useful properties for solving inverse problems, such as tomographic reconstruction. The prior distribution introduces regularization, which helps solving the ill-posed problem and reduces overfitting. In practice,…

Image and Video Processing · Electrical Eng. & Systems 2021-12-02 Max-Heinrich Laves , Malte Tölle , Alexander Schlaefer , Sandy Engelhardt

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

Machine Learning · Statistics 2016-06-24 Christos Louizos , Max Welling

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

Gaussian processes scale prohibitively with the size of the dataset. In response, many approximation methods have been developed, which inevitably introduce approximation error. This additional source of uncertainty, due to limited…

Machine Learning · Computer Science 2023-10-11 Jonathan Wenger , Geoff Pleiss , Marvin Pförtner , Philipp Hennig , John P. Cunningham

Bayesian neural networks often approximate the weight-posterior with a Gaussian distribution. However, practical posteriors are often, even locally, highly non-Gaussian, and empirical performance deteriorates. We propose a simple parametric…

Machine Learning · Statistics 2023-06-13 Federico Bergamin , Pablo Moreno-Muñoz , Søren Hauberg , Georgios Arvanitidis

The estimation of unknown parameters in nonlinear partial differential equations (PDEs) offers valuable insights across a wide range of scientific domains. In this work, we focus on estimating plant root parameters in the Richards equation,…

Methodology · Statistics 2025-10-28 Yumo Yang , Anass Ben Bouazza , Xuejun Dong , Quan Zhou

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

We focus on Bayesian inverse problems with Gaussian likelihood, linear forward model, and priors that can be formulated as a Gaussian mixture. Such a mixture is expressed as an integral of Gaussian density functions weighted by a mixing…

Computation · Statistics 2024-08-30 Rafael Flock , Yiqiu Dong , Felipe Uribe , Olivier Zahm

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

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

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

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

Machine Learning · Statistics 2025-02-11 Zhanfeng Wang , Xinyu Li , Hao Ding , Jian Qing Shi

A common challenge in computer experiments and related fields is to efficiently explore the input space using a small number of samples, i.e., the experimental design problem. Much of the recent focus in the computer experiment literature,…

Methodology · Statistics 2019-07-01 Boya Zhang , D. Austin Cole , Robert B. Gramacy

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

Bayesian methods estimate a measure of uncertainty by using the posterior distribution. One source of difficulty in these methods is the computation of the normalizing constant. Calculating exact posterior is generally intractable and we…

Machine Learning · Computer Science 2021-11-17 Farzaneh Mahdisoltani
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