English
Related papers

Related papers: Adaptive Gaussian Process Regression for Bayesian …

200 papers

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…

Machine Learning · Computer Science 2025-10-15 Ziqi Zhao , Vivek Sarin

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…

Chemical Physics · Physics 2025-12-03 Rohit Goswami , Hannes Jónsson

The Bayesian approach to inverse problems typically relies on posterior sampling approaches, such as Markov chain Monte Carlo, for which the generation of each sample requires one or more evaluations of the parameter-to-observable map or…

Computation · Statistics 2014-12-23 Jinglai Li , Youssef M. Marzouk

Adaptive sampling based on Gaussian process regression (GPR) has already been applied with considerable success to generate boundary test scenarios for multi-UAV systems (MUS). One of the key techniques in such researches is leveraging the…

Systems and Control · Electrical Eng. & Systems 2025-05-29 Hanxu Jiang , Haiyue Yu , Xiaotong Xie , Qi Gao , Jiang Jiang , Jianbin Sun

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such…

Machine Learning · Computer Science 2020-05-19 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

We consider the accuracy of an approximate posterior distribution in nonparametric regression problems by combining posterior distributions computed on subsets of the data defined by the locations of the independent variables. We show that…

Statistics Theory · Mathematics 2025-04-29 Botond Szabo , Amine Hadji , Aad van der Vaart

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

Machine Learning · Computer Science 2021-12-16 Yuya Yoshikawa , Tomoharu Iwata

We develop and analyze a method for stochastic simulation optimization based on Gaussian process models within a trust-region framework. We focus on settings where the variance of the objective function is large, making accurate estimation…

Optimization and Control · Mathematics 2026-03-10 Mickael Binois , Jeffrey Larson

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

Autonomous racing control is a challenging research problem as vehicles are pushed to their limits of handling to achieve an optimal lap time; therefore, vehicles exhibit highly nonlinear and complex dynamics. Difficult-to-model effects,…

Robotics · Computer Science 2023-06-28 Shaoshu Su , Ce Hao , Catherine Weaver , Chen Tang , Wei Zhan , Masayoshi Tomizuka

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

A practical approach to evaluate performance of a Gaussian process regression models (GPR) for irregularly sampled sparse time-series is introduced. The approach entails construction of a secondary autoregressive model using the fine scale…

Methodology · Statistics 2016-11-10 Mehmet Süzen , Abed Ajraou

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its…

Computation · Statistics 2025-12-15 Jinglai Li , Hongqiao Wang

This work is concerned with the use of Gaussian surrogate models for Bayesian inverse problems associated with linear partial differential equations. A particular focus is on the regime where only a small amount of training data is…

Machine Learning · Statistics 2024-06-25 Tianming Bai , Aretha L. Teckentrup , Konstantinos C. Zygalakis