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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

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

This paper presents a probabilistic surrogate model for the accelerated design of electric vehicle battery enclosures with a focus on crash performance. The study integrates high-throughput finite element simulations and Gaussian Process…

Machine Learning · Computer Science 2024-08-08 Shadab Anwar Shaikh , Harish Cherukuri , Kranthi Balusu , Ram Devanathan , Ayoub Soulami

With the significant advancement in quantum computation in the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used…

Quantum Physics · Physics 2018-03-07 Siddhartha Das , George Siopsis , Christian Weedbrook

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

Active learning of Gaussian process (GP) surrogates has been useful for optimizing experimental designs for physical/computer simulation experiments, and for steering data acquisition schemes in machine learning. In this paper, we develop a…

Machine Learning · Computer Science 2025-09-10 Chiwoo Park , Robert Waelder , Bonggwon Kang , Benji Maruyama , Soondo Hong , Robert Gramacy

Gaussian process (GP) regression is a Bayesian nonparametric method for regression and interpolation, offering a principled way of quantifying the uncertainties of predicted function values. For the quantified uncertainties to be…

Statistics Theory · Mathematics 2025-08-22 Masha Naslidnyk , Motonobu Kanagawa , Toni Karvonen , Maren Mahsereci

Gaussian process (GP) models that combine both categorical and continuous input variables have found use in analysis of longitudinal data and computer experiments. However, standard inference for these models has the typical cubic scaling,…

Computation · Statistics 2025-04-10 Juho Timonen , Harri Lähdesmäki

This paper introduces a method to approximate Gaussian process regression by representing the problem as a stochastic differential equation and using variational inference to approximate solutions. The approximations are compared with full…

Machine Learning · Computer Science 2019-01-08 Wil O C Ward , Mauricio A Álvarez

This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify…

Machine Learning · Statistics 2024-01-30 Jie Wang

Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…

Machine Learning · Computer Science 2022-02-08 Hamed Jalali , Gjergji Kasneci

A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…

Machine Learning · Statistics 2013-11-28 Lifeng Shang , Antoni B. Chan

Approximate Bayesian computation (ABC) can be used for model fitting when the likelihood function is intractable but simulating from the model is feasible. However, even a single evaluation of a complex model may take several hours,…

Machine Learning · Statistics 2018-02-19 Marko Järvenpää , Michael Gutmann , Aki Vehtari , Pekka Marttinen

Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…

Methodology · Statistics 2010-08-11 Heng Lian

Gaussian processes (GPs) are flexible distributions over functions that enable high-level assumptions about unknown functions to be encoded in a parsimonious, flexible and general way. Although elegant, the application of GPs is limited by…

Machine Learning · Statistics 2017-10-06 Thang D. Bui , Josiah Yan , Richard E. Turner

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

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

Gaussian process (GP) regression with 1D inputs can often be performed in linear time via a stochastic differential equation formulation. However, for non-Gaussian likelihoods, this requires application of approximate inference methods…

Machine Learning · Computer Science 2020-07-20 Paul E. Chang , William J. Wilkinson , Mohammad Emtiyaz Khan , Arno Solin

Variational autoencoders (VAE) are a powerful and widely-used class of models to learn complex data distributions in an unsupervised fashion. One important limitation of VAEs is the prior assumption that latent sample representations are…

Machine Learning · Computer Science 2018-11-27 Francesco Paolo Casale , Adrian V Dalca , Luca Saglietti , Jennifer Listgarten , Nicolo Fusi

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

Signal Processing · Electrical Eng. & Systems 2026-05-01 Daniel Waxman , Fernando Llorente , Petar M. Djurić