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Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

The Dirichlet Process Mixture Model (DPMM) is a Bayesian non-parametric approach widely used for density estimation and clustering. In this manuscript, we study the choice of prior for the variance or precision matrix when Gaussian kernels…

Methodology · Statistics 2022-02-09 Wei Jing , Michail Papathomas , Silvia Liverani

Top-K sparse softmax gating mixture of experts has been widely used for scaling up massive deep-learning architectures without increasing the computational cost. Despite its popularity in real-world applications, the theoretical…

Machine Learning · Statistics 2024-02-27 Huy Nguyen , Pedram Akbarian , Fanqi Yan , Nhat Ho

Gaussian processes (GPs) are nonparametric Bayesian models that have been applied to regression and classification problems. One of the approaches to alleviate their cubic training cost is the use of local GP experts trained on subsets of…

Machine Learning · Statistics 2021-02-16 Samuel Cohen , Rendani Mbuvha , Tshilidzi Marwala , Marc Peter Deisenroth

Distributed Gaussian processes (DGPs) are prominent local approximation methods to scale Gaussian processes (GPs) to large datasets. Instead of a global estimation, they train local experts by dividing the training set into subsets, thus…

Machine Learning · Computer Science 2021-11-10 Hamed Jalali , Gjergji Kasneci

By distributing the training process, local approximation reduces the cost of the standard Gaussian Process. An ensemble technique combines local predictions from Gaussian experts trained on different partitions of the data. Ensemble…

Machine Learning · Computer Science 2024-01-09 Hamed Jalali , Gjergji Kasneci

We consider the question of Markov chain Monte Carlo sampling from a general stick-breaking Dirichlet process mixture model, with concentration parameter alpha. This paper introduces a Gibbs sampling algorithm that combines the slice…

Computation · Statistics 2014-02-21 David I. Hastie , Silvia Liverani , Sylvia Richardson

Mixtures of Experts combine the outputs of several "expert" networks, each of which specializes in a different part of the input space. This is achieved by training a "gating" network that maps each input to a distribution over the experts.…

Machine Learning · Computer Science 2014-03-11 David Eigen , Marc'Aurelio Ranzato , Ilya Sutskever

Mixtures of multivariate normal inverse Gaussian (MNIG) distributions can be used to cluster data that exhibit features such as skewness and heavy tails. However, for cluster analysis, using a traditional finite mixture model framework,…

Methodology · Statistics 2020-05-13 Yuan Fang , Dimitris Karlis , Sanjeena Subedi

As machine learning models in critical fields increasingly grapple with multimodal data, they face the dual challenges of handling a wide array of modalities, often incomplete due to missing elements, and the temporal irregularity and…

Machine Learning · Computer Science 2025-04-10 Xing Han , Huy Nguyen , Carl Harris , Nhat Ho , Suchi Saria

The combination and aggregation of knowledge from multiple neural networks can be commonly seen in the form of mixtures of experts. However, such combinations are usually done using networks trained on the same tasks, with little mention of…

Machine Learning · Computer Science 2021-03-26 Chen Wen Kang , Chua Meng Hong , Tomas Maul

We investigate the capabilities and limitations of Gaussian process models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for…

Machine Learning · Statistics 2017-03-07 Karl Krauth , Edwin V. Bonilla , Kurt Cutajar , Maurizio Filippone

In this work we introduce a mixture of GPs to address the data association problem, i.e. to label a group of observations according to the sources that generated them. Unlike several previously proposed GP mixtures, the novel mixture has…

Machine Learning · Statistics 2011-08-18 Miguel Lázaro-Gredilla , Steven Van Vaerenbergh , Neil Lawrence

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Machine Learning · Statistics 2026-02-11 Haoyuan Chen , Rui Tuo

We consider the problem of clustering grouped data with possibly non-exchangeable groups whose dependencies can be characterized by a known directed acyclic graph. To allow the sharing of clusters among the non-exchangeable groups, we…

We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…

Methodology · Statistics 2011-11-02 Matthew A. Taddy , Athanasios Kottas

This paper proposes a Hilbert space embedding for Dirichlet Process mixture models via a stick-breaking construction of Sethuraman. Although Bayesian nonparametrics offers a powerful approach to construct a prior that avoids the need to…

Machine Learning · Statistics 2012-10-17 Krikamol Muandet

The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…

Machine Learning · Statistics 2024-10-02 Marcus M. Noack , Hengrui Luo , Mark D. Risser

Clustering has become a core technology in machine learning, largely due to its application in the field of unsupervised learning, clustering, classification, and density estimation. A frequentist approach exists to hand clustering based on…

Machine Learning · Computer Science 2021-08-27 Jun Lu