English
Related papers

Related papers: A Unifying Perspective on Non-Stationary Kernels f…

200 papers

Gaussian processes (GPs) can provide a principled approach to uncertainty quantification with easy-to-interpret kernel hyperparameters, such as the lengthscale, which controls the correlation distance of function values. However, selecting…

The canonical technique for nonlinear modeling of spatial/point-referenced data is known as kriging in geostatistics, and as Gaussian Process (GP) regression for surrogate modeling and statistical learning. This article reviews many…

Applications · Statistics 2022-12-16 Ryan B. Christianson , Ryan M. Pollyea , Robert B. Gramacy

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

Recent cosmological observations have achieved high-precision measurements of the Universe's expansion history, prompting the use of nonparametric methods such as Gaussian processes (GP) regression. We apply GP regression for reconstructing…

Cosmology and Nongalactic Astrophysics · Physics 2025-11-21 Jia-yan Jiang , Kang Jiao , Tong-Jie Zhang

Deep Gaussian processes (DGPs) provide a Bayesian non-parametric alternative to standard parametric deep learning models. A DGP is formed by stacking multiple GPs resulting in a well-regularized composition of functions. The Bayesian…

Machine Learning · Statistics 2018-06-06 Vinayak Kumar , Vaibhav Singh , P. K. Srijith , Andreas Damianou

Belonging to the family of Bayesian nonparametrics, Gaussian process (GP) based approaches have well-documented merits not only in learning over a rich class of nonlinear functions, but also in quantifying the associated uncertainty.…

Machine Learning · Statistics 2021-10-14 Qin Lu , Georgios V. Karanikolas , Georgios B. Giannakis

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

Computer models are used as a way to explore complex physical systems. Stationary Gaussian process emulators, with their accompanying uncertainty quantification, are popular surrogates for computer models. However, many computer models are…

Methodology · Statistics 2024-11-25 Faezeh Yazdi , Derek Bingham , Daniel Williamson

Gaussian process (GP) is a powerful modeling method with applications in machine learning for various engineering and non-engineering fields. Despite numerous benefits of modeling using GPs, the computational complexity associated with GPs…

Capsule Networks attempt to represent patterns in images in a way that preserves hierarchical spatial relationships. Additionally, research has demonstrated that these techniques may be robust against adversarial perturbations. We present…

Machine Learning · Statistics 2019-06-10 Taylor Killian , Justin Goodwin , Olivia Brown , Sung-Hyun Son

Gaussian process (GP) models are effective non-linear models for numerous scientific applications. However, computation of their hyperparameters can be difficult when there is a large number of training observations (n) due to the O(n^3)…

Computation · Statistics 2024-10-14 Amanda Muyskens , Benjamin W. Priest , Imene R. Goumiri , Michael D. Schneider

A neural network (NN) is a parameterised function that can be tuned via gradient descent to approximate a labelled collection of data with high precision. A Gaussian process (GP), on the other hand, is a probabilistic model that defines a…

Machine Learning · Computer Science 2018-07-05 Marta Garnelo , Jonathan Schwarz , Dan Rosenbaum , Fabio Viola , Danilo J. Rezende , S. M. Ali Eslami , Yee Whye Teh

We study the relationship between online Gaussian process (GP) regression and kernel least mean squares (KLMS) algorithms. While the latter have no capacity of storing the entire posterior distribution during online learning, we discover…

Machine Learning · Statistics 2016-09-13 Steven Van Vaerenbergh , Jesus Fernandez-Bes , Víctor Elvira

We introduce the convolutional spectral kernel (CSK), a novel family of non-stationary, nonparametric covariance kernels for Gaussian process (GP) models, derived from the convolution between two imaginary radial basis functions. We present…

Machine Learning · Statistics 2019-10-15 Zheyang Shen , Markus Heinonen , Samuel Kaski

In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…

Machine Learning · Statistics 2013-03-26 Andreas C. Damianou , Neil D. Lawrence

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

We investigate uncertainties in the estimation of the Hubble constant ($H_0$) arising from Gaussian Process (GP) reconstruction, demonstrating that the choice of kernel introduces systematic variations comparable to those arising from…

Cosmology and Nongalactic Astrophysics · Physics 2025-10-07 Ruchika , Purba Mukherjee , Arianna Favale

Gaussian process (GP) regression is a fundamental tool in Bayesian statistics. It is also known as kriging and is the Bayesian counterpart to the frequentist kernel ridge regression. Most of the theoretical work on GP regression has focused…

Statistics Theory · Mathematics 2023-10-27 Simon Barthelmé , Pierre-Olivier Amblard , Nicolas Tremblay , Konstantin Usevich

This paper introduces a method for the nonparametric Bayesian learning of nonlinear operators, through the use of the Volterra series with kernels represented using Gaussian processes (GPs), which we term the nonparametric Volterra kernels…

Machine Learning · Statistics 2021-06-11 Magnus Ross , Michael T. Smith , Mauricio A. Álvarez