Related papers: GPU-Accelerated Vecchia Approximations of Gaussian…
Gaussian Processes (GPs) are vital for modeling and predicting irregularly-spaced, large geospatial datasets. However, their computations often pose significant challenges in large-scale applications. One popular method to approximate GPs…
Gaussian processes (GPs) are highly flexible function estimators used for geospatial analysis, nonparametric regression, and machine learning, but they are computationally infeasible for large datasets. Vecchia approximations of GPs have…
Gaussian Processes have become an indispensable part of the spatial statistician's toolbox but are unsuitable for analyzing large dataset because of the significant time and memory needed to fit the associated model exactly. Vecchia…
Gaussian Processes (GPs) are widely used to model dependencies in spatial statistics and machine learning. However, exact inference is computationally intractable for GP regression, with a time complexity of $O(n^3)$. The Vecchia…
Gaussian processes (GPs) are commonly used as models for functions, time series, and spatial fields, but they are computationally infeasible for large datasets. Focusing on the typical setting of modeling data as a GP plus an additive noise…
Generalized Gaussian processes (GGPs) are highly flexible models that combine latent GPs with potentially non-Gaussian likelihoods from the exponential family. GGPs can be used in a variety of settings, including GP classification,…
Gaussian processes (GPs) are commonly used for prediction and inference for spatial data analyses. However, since estimation and prediction tasks have cubic time and quadratic memory complexity in number of locations, GPs are difficult to…
Many scientific phenomena are studied using computer experiments consisting of multiple runs of a computer model while varying the input settings. Gaussian processes (GPs) are a popular tool for the analysis of computer experiments,…
Latent Gaussian process (GP) models are flexible probabilistic non-parametric function models. Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for large data, and the Laplace approximation is…
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 processes are flexible, probabilistic, non-parametric models widely used in machine learning and statistics. However, their scalability to large data sets is limited by computational constraints. To overcome these challenges, we…
Gaussian processes (GPs) are flexible, probabilistic, nonparametric models widely used in fields such as spatial statistics and machine learning. A drawback of Gaussian processes is their computational cost, with $O(N^3)$ time and $O(N^2)$…
Vecchia approximation has been widely used to accurately scale Gaussian-process (GP) inference to large datasets, by expressing the joint density as a product of conditional densities with small conditioning sets. We study fixed-domain…
Monitoring daily weather fields is critical for climate science, agriculture, and environmental planning, yet fully probabilistic spatio-temporal models become computationally prohibitive at continental scale. We present a case study on…
Emulating computationally intensive scientific simulations is crucial for enabling uncertainty quantification, optimization, and informed decision-making at scale. Gaussian Processes (GPs) offer a flexible and data-efficient foundation for…
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…
Many computer simulations are stochastic and exhibit input dependent noise. In such situations, heteroskedastic Gaussian processes (hetGPs) make ideal surrogates as they estimate a latent, non-constant variance. However, existing hetGP…
Computer models or simulators are widely used across scientific fields, but are computationally expensive limiting their use to explore possible scenarios/outcomes. Gaussian process emulators are statistical surrogates that can rapidly…
We introduce an approach to quickly and accurately approximate the cumulative distribution function of multivariate Gaussian distributions arising from spatial Gaussian processes. This approximation is trivially parallelizable and simple to…
A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…