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We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

One of the most fundamental problems in machine learning is to compare examples: Given a pair of objects we want to return a value which indicates degree of (dis)similarity. Similarity is often task specific, and pre-defined distances can…

Machine Learning · Statistics 2022-08-31 Shubhendu Trivedi

Gaussian process modeling is a standard tool for building emulators for computer experiments, which are usually used to study deterministic functions, for example, a solution to a given system of partial differential equations. This work…

Statistics Theory · Mathematics 2021-10-01 Wenjia Wang

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

Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…

Computation · Statistics 2016-08-16 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

Many control tasks can be formulated as a tracking problem of a known or unknown reference signal. Examples are movement compensation in collaborative robotics, the synchronisation of oscillations for power systems or reference tracking of…

Optimization and Control · Mathematics 2019-11-26 Janine Matschek , Andreas Himmel , Kai Sundmacher , Rolf Findeisen

We show that a tessellation generated by a small number of random affine hyperplanes can be used to approximate Euclidean distances between any two points in an arbitrary bounded set $T$, where the random hyperplanes are generated by…

Information Theory · Computer Science 2018-08-14 Sjoerd Dirksen , Shahar Mendelson

Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become…

Computation · Statistics 2015-03-20 S. L. Cotter , G. O. Roberts , A. M. Stuart , D. White

Kernel-based models such as kernel ridge regression and Gaussian processes are ubiquitous in machine learning applications for regression and optimization. It is well known that a major downside for kernel-based models is the high…

Machine Learning · Computer Science 2022-06-22 Sattar Vakili , Jonathan Scarlett , Da-shan Shiu , Alberto Bernacchia

Sequential learning with Gaussian processes (GPs) is challenging when access to past data is limited, for example, in continual and active learning. In such cases, errors can accumulate over time due to inaccuracies in the posterior,…

Machine Learning · Computer Science 2023-06-07 Paul E. Chang , Prakhar Verma , S. T. John , Arno Solin , Mohammad Emtiyaz Khan

Backpropagation algorithm is indispensable for the training of feedforward neural networks. It requires propagating error gradients sequentially from the output layer all the way back to the input layer. The backward locking in…

Machine Learning · Computer Science 2018-07-24 Zhouyuan Huo , Bin Gu , Qian Yang , Heng Huang

Given a decision process based on the approximate probability density function returned by a data assimilation algorithm, an interaction level between the decision making level and the data assimilation level is designed to incorporate the…

Computation · Statistics 2015-03-19 Gabriel Terejanu , Puneet Singla , Tarunraj Singh , Peter D. Scott

The digital factory provides undoubtedly a great potential for future production systems in terms of efficiency and effectivity. A key aspect on the way to realize the digital copy of a real factory is the understanding of complex indoor…

Computer Vision and Pattern Recognition · Computer Science 2020-12-15 Christina Petschnigg , Juergen Pilz

We present a new method to approximate posterior probabilities of Bayesian Network using Deep Neural Network. Experiment results on several public Bayesian Network datasets shows that Deep Neural Network is capable of learning joint…

Machine Learning · Computer Science 2018-01-12 Jie Jia , Honggang Zhou , Yunchun Li

Deep neural networks have achieved significant success in the last decades, but they are not well-calibrated and often produce unreliable predictions. A large number of literature relies on uncertainty quantification to evaluate the…

Machine Learning · Computer Science 2023-11-13 Russell Alan Hart , Linlin Yu , Yifei Lou , Feng Chen

A large collection of time series poses significant challenges for classical and neural forecasting approaches. Classical time series models fail to fit data well and to scale to large problems, but succeed at providing uncertainty…

Machine Learning · Statistics 2018-12-04 Danielle C. Maddix , Yuyang Wang , Alex Smola

Machine Unlearning allows participants to remove their data from a trained machine learning model in order to preserve their privacy, and security. However, the machine unlearning literature for generative models is rather limited. The…

Machine Learning · Computer Science 2025-06-25 Ayush K. Varshney , Vicenç Torra

We study aleatoric and epistemic uncertainty estimation in a learned regressive system dynamics model. Disentangling aleatoric uncertainty (the inherent randomness of the system) from epistemic uncertainty (the lack of data) is crucial for…

Machine Learning · Computer Science 2025-03-21 Zhiyu An , Zhibo Hou , Wan Du

The reliable measurement of confidence in classifiers' predictions is very important for many applications and is, therefore, an important part of classifier design. Yet, although deep learning has received tremendous attention in recent…

Artificial Intelligence · Computer Science 2020-07-01 Amit Mandelbaum , Daphna Weinshall

Diffusion models are a class of generative models that have demonstrated remarkable success in tasks such as image generation. However, one of the bottlenecks of these models is slow sampling due to the delay before the onset of trajectory…

Machine Learning · Statistics 2025-12-25 Li Cunzhi , Louis Kang , Hideaki Shimazaki