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Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

We show that Gaussian process regression (GPR) allows representing multivariate functions with low-dimensional terms via kernel design. When using a kernel built with HDMR (High-dimensional model representation), one obtains a similar type…

Numerical Analysis · Mathematics 2023-01-27 Eita Sasaki , Manabu Ihara , Sergei Manzhos

We here consider the subset simulation method which approaches a failure event using a decreasing sequence of nested intermediate failure events. The method resembles importance sampling, which actively explores a probability space by…

Computation · Statistics 2020-03-16 Kenan Šehić , Mirza Karamehmedović

We formulate a reduced-order strategy for efficiently forecasting complex high-dimensional dynamical systems entirely based on data streams. The first step of our method involves reconstructing the dynamics in a reduced-order subspace of…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Zhong Yi Wan , Themistoklis P. Sapsis

Gaussian Processes (GPs) are highly expressive, probabilistic models. A major limitation is their computational complexity. Naively, exact GP inference requires $\mathcal{O}(N^3)$ computations with $N$ denoting the number of modeled points.…

Machine Learning · Computer Science 2022-06-23 Gordian Edenhofer , Reimar H. Leike , Philipp Frank , Torsten A. Enßlin

One of the primary challenges in enabling the scientific potential of 21 cm intensity mapping at the Epoch of Reionization (EoR) is the separation of astrophysical foreground contamination. Recent works have claimed that Gaussian process…

Cosmology and Nongalactic Astrophysics · Physics 2020-12-29 Nicholas Kern , Adrian Liu

Supernova spectral time series can be used to reconstruct a spatially resolved explosion model known as supernova tomography. In addition to an observed spectral time series, a supernova tomography requires a radiative transfer model to…

Machine Learning · Computer Science 2022-09-21 Wolfgang Kerzendorf , Nutan Chen , Jack O'Brien , Johannes Buchner , Patrick van der Smagt

The generalized partial credit model (GPCM) is a popular polytomous IRT model that has been widely used in large-scale educational surveys and health care services. Same as other IRT models, GPCM can be estimated via marginal maximum…

Applications · Statistics 2018-09-21 Yong Luo

Modeling epidemic spread is critical for informing policy decisions aimed at mitigation. Accordingly, in this work we present a new data-driven method based on Gaussian process regression (GPR) to model epidemic spread through the…

Machine Learning · Statistics 2025-06-23 Baike She , Lei Xin , Philip E. Paré , Matthew Hale

We derive an asymptotic expansion for the log likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for…

Statistics Theory · Mathematics 2020-06-30 Anya Katsevich , Afonso Bandeira

Liesel is a new probabilistic programming framework developed with the aim of supporting research on Bayesian inference based on Markov chain Monte Carlo (MCMC) simulations in general and semi-parametric regression specifications in…

Computation · Statistics 2023-12-01 Hannes Riebl , Paul F. V. Wiemann , Thomas Kneib

It is often desirable to build a statistical emulator of a complex computer simulator in order to perform analysis which would otherwise be computationally infeasible. We propose methodology to model multivariate output from a computer…

Methodology · Statistics 2017-01-03 Veronica E. Bowman , David C. Woods

Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty. In many applications, the number of responses and covariates are both large, and a goal is to select covariates that…

Methodology · Statistics 2022-10-12 Jian Cao , Joseph Guinness , Marc G. Genton , Matthias Katzfuss

A simulation is useful when the phenomenon of interest is either expensive to regenerate or irreproducible with the same context. Recently, Bayesian inference on the distribution of the simulation input parameter has been implemented…

Machine Learning · Computer Science 2022-11-07 Dongjun Kim , Kyungwoo Song , Seungjae Shin , Wanmo Kang , Il-Chul Moon , Weonyoung Joo

Mathematical models of biological systems are beginning to be used for safety-critical applications, where large numbers of repeated model evaluations are required to perform uncertainty quantification and sensitivity analysis. Most of…

Computation · Statistics 2018-05-28 Sanmitra Ghosh , David J. Gavaghan , Gary R. Mirams

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Complex computer codes are often too time expensive to be directly used to perform uncertainty, sensitivity, optimization and robustness analyses. A widely accepted method to circumvent this problem consists in replacing cpu-time expensive…

Statistics Theory · Mathematics 2017-04-25 Bertrand Iooss , Amandine Marrel

We present novel non-parametric representation math for local pseudopotentials (PP) based on Gaussian Process Regression (GPR). Local pseudopotentials are needed for materials simulations using Orbital-Free Density Functional Theory…

Materials Science · Physics 2021-01-27 Johann Lueder , Sergei Manzhos

This work presents a novel method for extracting potential barrier distributions from experimental fusion cross sections. We utilize a simple Gaussian process regression (GPR) framework to model the observed cross sections as a function of…

Nuclear Theory · Physics 2024-06-10 Kyle Godbey

We derive criteria for the selection of datapoints used for data-driven reduced-order modeling and other areas of supervised learning based on Gaussian process regression (GPR). While this is a well-studied area in the fields of active…

Dynamical Systems · Mathematics 2022-10-12 Themistoklis P. Sapsis , Antoine Blanchard
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