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Probabilistic modeling of multidimensional spatiotemporal data is critical to many real-world applications. As real-world spatiotemporal data often exhibits complex dependencies that are nonstationary and nonseparable, developing effective…

Machine Learning · Statistics 2023-06-01 Mengying Lei , Aurelie Labbe , Lijun Sun

Gaussian processes (GP) are attractive building blocks for many probabilistic models. Their drawbacks, however, are the rapidly increasing inference time and memory requirement alongside increasing data. The problem can be alleviated with…

Machine Learning · Statistics 2012-03-19 Jarno Vanhatalo , Aki Vehtari

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…

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

Computation · Statistics 2020-07-01 Mark D. Risser , Daniel Turek

It has long been known that a single-layer fully-connected neural network with an i.i.d. prior over its parameters is equivalent to a Gaussian process (GP), in the limit of infinite network width. This correspondence enables exact Bayesian…

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

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

Recently, there has been a growing interest for mixed-categorical meta-models based on Gaussian process (GP) surrogates. In this setting, several existing approaches use different strategies either by using continuous kernels (e.g.,…

Optimization and Control · Mathematics 2024-01-25 P. Saves , Y. Diouane , N. Bartoli , T. Lefebvre , J. Morlier

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 presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region.…

Machine Learning · Computer Science 2018-07-10 Chiwoo Park , Daniel Apley

We propose a flexible procedure for large-scale image search by hash functions with kernels. Our method treats binary codes and pairwise semantic similarity as latent and observed variables, respectively, in a probabilistic model based on…

Computer Vision and Pattern Recognition · Computer Science 2016-04-26 Bahadir Ozdemir , Larry S. Davis

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

Machine Learning · Computer Science 2016-09-22 P. K. Srijith , P. Balamurugan , Shirish Shevade

We propose a Standing Wave Decomposition (SWD) approximation to Gaussian Process regression (GP). GP involves a costly matrix inversion operation, which limits applicability to large data analysis. For an input space that can be…

Machine Learning · Statistics 2018-09-19 Chi-Ken Lu , Scott Cheng-Hsin Yang , Patrick Shafto

In simulation-based engineering design with time-consuming simulators, Gaussian process (GP) models are widely used as fast emulators to speed up the design optimization process. In its most commonly used form, the input of GP is a simple…

Machine Learning · Computer Science 2024-07-24 Xi Chen , Yashika Sharma , Hao Helen Zhang , Xin Hao , Qiang Zhou

Amidst the growing interest in nonparametric regression, we address a significant challenge in Gaussian processes(GP) applied to manifold-based predictors. Existing methods primarily focus on low dimensional constrained domains for heat…

Optimization and Control · Mathematics 2024-02-01 Ke Ye , Mu Niu , Pokman Cheung , Zhenwen Dai , Yuan Liu

Deep Gaussian Processes (DGPs) were proposed as an expressive Bayesian model capable of a mathematically grounded estimation of uncertainty. The expressivity of DPGs results from not only the compositional character but the distribution…

Machine Learning · Computer Science 2021-11-23 Chi-Ken Lu , Patrick Shafto

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

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

Machine Learning · Computer Science 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov

Gaussian Processes (GPs) are a versatile method that enables different approaches towards learning for dynamics and control. Gaussianity assumptions appear in two dimensions in GPs: The positive semi-definite kernel of the underlying…

Machine Learning · Statistics 2024-09-13 T. Faulwasser , O. Molodchyk