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We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…

Machine Learning · Statistics 2015-07-03 Cuong Tran , Vladimir Pavlovic , Robert Kopp

We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…

Methodology · Statistics 2017-03-07 Benjamin Frot , Luke Jostins , Gil McVean

In many scientific problems such as video surveillance, modern genomics, and finance, data are often collected from diverse measurements across time that exhibit time-dependent heterogeneous properties. Thus, it is important to not only…

Machine Learning · Statistics 2022-10-10 Lin Qiu , Vernon M. Chinchilli , Lin Lin

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2014-08-12 Ricardo Silva , Robert B. Gramacy

In a variety of disciplines such as social sciences, psychology, medicine and economics, the recorded data are considered to be noisy measurements of latent variables connected by some causal structure. This corresponds to a family of…

Machine Learning · Computer Science 2010-03-15 Ricardo Silva , Robert B. Gramacy

A critical bottleneck for scientific progress is the costly nature of computer simulations for complex systems. Surrogate models provide an appealing solution: such models are trained on simulator evaluations, then used to emulate and…

Machine Learning · Statistics 2025-07-14 Xinming Wang , Simon Mak , John Miller , Jianguo Wu

Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact…

Dynamical Systems · Mathematics 2023-06-14 Nan Chen , Shubin Fu

Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…

Machine Learning · Computer Science 2019-05-20 Issam H. Laradji , Mark Schmidt , Vladimir Pavlovic , Minyoung Kim

We propose a dynamic factor model (DFM) where the latent factors are linked to observed variables with unknown and potentially nonlinear functions. The key novelty and source of flexibility of our approach is a nonparametric observation…

Econometrics · Economics 2025-09-08 Tony Chernis , Niko Hauzenberger , Haroon Mumtaz , Michael Pfarrhofer

Multi-task/Multi-output learning seeks to exploit correlation among tasks to enhance performance over learning or solving each task independently. In this paper, we investigate this problem in the context of Gaussian Processes (GPs) and…

Machine Learning · Statistics 2018-05-10 Weitong Ruan , Eric L. Miller

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

Numerous industrial thermal processes and fluid processes can be described by distributed parameter systems (DPSs), wherein many process parameters and variables vary in space and time. Early internal abnormalities in the DPS may develop…

Signal Processing · Electrical Eng. & Systems 2023-12-04 Peng Wei , Han-Xiong Li

Prompt tuning has emerged as a lightweight strategy for adapting foundation models to downstream tasks, particularly for resource-constrained systems. As pre-trained prompts become valuable assets, combining multiple source prompts offers a…

Computation and Language · Computer Science 2025-10-16 Enming Zhang , Liwen Cao , Yanru Wu , Zijie Zhao , Yang Li

Detecting and analyzing complex patterns in multivariate time-series data is crucial for decision-making in urban and environmental system operations. However, challenges arise from the high dimensionality, intricate complexity, and…

Machine Learning · Computer Science 2024-12-25 Haowen Xu , Ali Boyaci , Jianming Lian , Aaron Wilson

This paper proposes a framework for multi-robot systems to perform simultaneous learning and coverage of a domain of interest characterized by an unknown and potentially time-varying density function. To overcome the limitations of Gaussian…

Robotics · Computer Science 2025-11-11 Ruijie Du , Ruoyu Lin , Yanning Shen , Magnus Egerstedt

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems so called recurrent models are used. In this article we…

Machine Learning · Statistics 2017-11-21 Roman Föll , Bernard Haasdonk , Markus Hanselmann , Holger Ulmer

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that…

Machine Learning · Statistics 2016-11-21 Quang Minh Hoang , Trong Nghia Hoang , Kian Hsiang Low

Multi-source spatial point data prediction is crucial in fields like environmental monitoring and natural resource management, where integrating data from various sensors is the key to achieving a holistic environmental understanding.…

Machine Learning · Computer Science 2024-07-02 Dazhou Yu , Xiaoyun Gong , Yun Li , Meikang Qiu , Liang Zhao

We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes…

Machine Learning · Statistics 2020-02-25 Ayman Boustati , Theodoros Damoulas , Richard S. Savage