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Gaussian Processes (GPs) are a popular approach to predict the output of a parameterized experiment. They have many applications in the field of Computer Experiments, in particular to perform sensitivity analysis, adaptive design of…
This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…
Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…
Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists. This is because the vast majority of…
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…
Derivatives are a key nonparametric functional in wide-ranging applications where the rate of change of an unknown function is of interest. In the Bayesian paradigm, Gaussian processes (GPs) are routinely used as a flexible prior for…
Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…
Gaussian processes (GPs) are nonparametric Bayesian models that have been applied to regression and classification problems. One of the approaches to alleviate their cubic training cost is the use of local GP experts trained on subsets of…
Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…
Bayesian optimization is a technique for optimizing black-box target functions. At the core of Bayesian optimization is a surrogate model that predicts the output of the target function at previously unseen inputs to facilitate the…
We investigate the capabilities and limitations of Gaussian process models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for…
Gaussian Processes (GPs) are widely used for regression and system identification due to their flexibility and ability to quantify uncertainty. However, their computational complexity limits their applicability to small datasets. Moreover…
Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…
Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…
We introduce a simple and scalable method for training Gaussian process (GP) models that exploits cross-validation and nearest neighbor truncation. To accommodate binary and multi-class classification we leverage P\`olya-Gamma auxiliary…
Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…
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…
Preference modelling lies at the intersection of economics, decision theory, machine learning and statistics. By understanding individuals' preferences and how they make choices, we can build products that closely match their expectations,…
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…
Gaussian process (GP) models have been used in a wide range of battery applications, in which different kernels were manually selected with considerable expertise. However, to capture complex relationships in the ever-growing amount of…