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The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Computer experiments involving both qualitative and quantitative (QQ) factors have attracted increasing attention. Gaussian process (GP) models have proven effective in this context by choosing specialized covariance functions for QQ…

Methodology · Statistics 2026-02-19 Linsui Deng , C. F. Jeff Wu

Discrete automated processes in industrial and cyber-physical systems often exhibit a repetitive structure in which successive repetitions follow a common trajectory while differing in duration, amplitude, and fine-scale dynamics. Such…

Machine Learning · Statistics 2026-05-14 Elias Reich , Saverio Messineo , Stefan Huber

Pension fund populations often have mortality experiences that are substantially different from the national benchmark. In a motivating case study of Brazilian corporate pension funds, pensioners are observed to have mortality that is…

Applications · Statistics 2025-06-05 Eduardo F. L. de Melo , Michael Ludkovski , Rodrigo S. Targino

Gaussian Process (GP) regression is a powerful nonparametric Bayesian framework, but its performance depends critically on the choice of covariance kernel. Selecting an appropriate kernel is therefore central to model quality, yet remains…

Machine Learning · Computer Science 2026-01-14 Md Shafiqul Islam , Shakti Prasad Padhy , Douglas Allaire , Raymundo Arróyave

Kernel models of potential energy surfaces (PES) for polyatomic molecules are often restricted by a specific choice of the kernel function. This can be avoided by optimizing the complexity of the kernel function. For regression problems…

Chemical Physics · Physics 2023-05-02 Jun Dai , Roman V. Krems

Structural kernels are a flexible learning paradigm that has been widely used in Natural Language Processing. However, the problem of model selection in kernel-based methods is usually overlooked. Previous approaches mostly rely on setting…

Computation and Language · Computer Science 2015-08-11 Daniel Beck , Trevor Cohn , Christian Hardmeier , Lucia Specia

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

We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix…

Machine Learning · Statistics 2026-05-12 Anthony Stephenson

Gaussian process (GP) models have been used in a wide range of battery applications, in which different kernels were manually selected with considerable expertise. However, to capture complex relationships in the ever-growing amount of…

Systems and Control · Electrical Eng. & Systems 2025-05-06 Huang Zhang , Xixi Liu , Faisal Altaf , Torsten Wik

Gaussian Processes (GP) are widely used for probabilistic modeling and inference for nonparametric regression. However, their computational complexity scales cubicly with the sample size rendering them unfeasible for large data sets. To…

Statistics Theory · Mathematics 2022-05-11 Amine Hadji , Tammo Hesselink , Botond Szabó

Gaussian processes (GPs) are used to make medical and scientific decisions, including in cardiac care and monitoring of atmospheric carbon dioxide levels. Notably, the choice of GP kernel is often somewhat arbitrary. In particular,…

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…

Machine Learning · Statistics 2018-03-21 Gonzalo Rios , Felipe Tobar

Gaussian processes (GPs) are the most common formalism for defining probability distributions over spaces of functions. While applications of GPs are myriad, a comprehensive understanding of GP sample paths, i.e. the function spaces over…

Machine Learning · Computer Science 2026-01-06 Nathaël Da Costa , Marvin Pförtner , Lancelot Da Costa , Philipp Hennig

We apply Gaussian process (GP) regression, which provides a powerful non-parametric probabilistic method of relating inputs to outputs, to survival data consisting of time-to-event and covariate measurements. In this context, the covariates…

Statistics Theory · Mathematics 2014-09-08 James E. Barrett , Anthony C. C. Coolen

Gaussian process (GP) is a Bayesian model which provides several advantages for regression tasks in machine learning such as reliable quantitation of uncertainty and improved interpretability. Their adoption has been precluded by their…

Machine Learning · Computer Science 2023-06-26 Jonathan Parkinson , Wei Wang

In this contribution we describe an approach to evolve composite covariance functions for Gaussian processes using genetic programming. A critical aspect of Gaussian processes and similar kernel-based models such as SVM is, that the…

Neural and Evolutionary Computing · Computer Science 2013-05-23 Gabriel Kronberger , Michael Kommenda

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 ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman