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Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse…

Machine Learning · Statistics 2021-06-01 Rui Meng , Herbert Lee , Soper Braden , Priyadip Ray

Two major bottlenecks to the solution of large-scale Bayesian inverse problems are the scaling of posterior sampling algorithms to high-dimensional parameter spaces and the computational cost of forward model evaluations. Yet incomplete or…

Computation · Statistics 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

In this paper, we propose a stochastic-dimension frozen sampled neural network (SD-FSNN) for solving a class of high-dimensional Gross-Pitaevskii equations (GPEs) on unbounded domains. SD-FSNN is unbiased across all dimensions, and its…

Machine Learning · Computer Science 2026-04-21 Zhangyong Liang

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Machine Learning · Statistics 2018-10-31 Vincent Dutordoir , Hugh Salimbeni , Marc Deisenroth , James Hensman

This work further improves the pseudo-transient approach for the Poisson Boltzmann equation (PBE) in the electrostatic analysis of solvated biomolecules. The numerical solution of the nonlinear PBE is known to involve many difficulties,…

Numerical Analysis · Mathematics 2020-12-01 Benjamin Jones , Sheik Ahmed Ullah , Siwen Wang , Shan Zhao

Many interesting problems in fields ranging from telecommunications to computational biology can be formalized in terms of large underdetermined systems of linear equations with additional constraints or regularizers. One of the most…

Machine Learning · Statistics 2019-08-06 Alfredo Braunstein , Anna Paola Muntoni , Andrea Pagnani , Mirko Pieropan

We present a novel Bayesian spatial disaggregation model for count data, providing fast and flexible inference at high resolution. First, it incorporates non-linear covariate effects using penalized splines, a flexible approach that is not…

Methodology · Statistics 2026-04-13 Sara Rutten , Thomas Neyens , Elisa Duarte , Christel Faes

Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…

Computation · Statistics 2024-08-02 Haoyuan Chen , Rui Tuo

Historically, the interpolation of large geophysical datasets has been tackled using methods like Optimal Interpolation (OI) or model-based data assimilation schemes. However, the recent connection between Stochastic Partial Differential…

Image and Video Processing · Electrical Eng. & Systems 2023-11-06 Maxime Beauchamp , Ronan Fablet , Hugo Georgenthum

Dense conditional random fields (CRFs) have become a popular framework for modelling several problems in computer vision such as stereo correspondence and multi-class semantic segmentation. By modelling long-range interactions, dense CRFs…

Computer Vision and Pattern Recognition · Computer Science 2018-10-29 Thomas Joy , Alban Desmaison , Thalaiyasingam Ajanthan , Rudy Bunel , Mathieu Salzmann , Pushmeet Kohli , Philip H. S. Torr , M. Pawan Kumar

High resolution geospatial data are challenging because standard geostatistical models based on Gaussian processes are known to not scale to large data sizes. While progress has been made towards methods that can be computed more…

Methodology · Statistics 2020-12-03 Michele Peruzzi , David B. Dunson

Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…

Machine Learning · Statistics 2025-09-23 Fernando Llorente , Daniel Waxman , Sanket Jantre , Nathan M. Urban , Susan E. Minkoff

Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…

Machine Learning · Statistics 2021-07-02 Raphael Gautier , Piyush Pandita , Sayan Ghosh , Dimitri Mavris

Gaussian processes (GPs) offer a flexible class of priors for nonparametric Bayesian regression, but popular GP posterior inference methods are typically prohibitively slow or lack desirable finite-data guarantees on quality. We develop an…

Machine Learning · Statistics 2019-03-28 Jonathan H. Huggins , Trevor Campbell , Mikołaj Kasprzak , Tamara Broderick

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

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

The modelling of Earth observation data is a challenging problem, typically approached by either purely mechanistic or purely data-driven methods. Mechanistic models encode the domain knowledge and physical rules governing the system. Such…

This paper introduces warped Gaussian processes (WGP) regression in remote sensing applications. WGP models output observations as a parametric nonlinear transformation of a GP. The parameters of such prior model are then learned via…

Computer Vision and Pattern Recognition · Computer Science 2020-12-23 Anna Mateo-Sanchis , Jordi Muñoz-Marí , Adrián Pérez-Suay , Gustau Camps-Valls

Numerous organisations collect data in the Great Barrier Reef (GBR), but they are rarely analysed together due to different program objectives, methods, and data quality. We developed a weighted spatiotemporal Bayesian model and used it to…