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This article presents a novel approach to construct Intrinsic Gaussian Processes for regression on unknown manifolds with probabilistic metrics (GPUM) in point clouds. In many real world applications, one often encounters high dimensional…

Machine Learning · Statistics 2023-01-18 Mu Niu , Zhenwen Dai , Pokman Cheung , Yizhu Wang

Gaussian processes are used in many machine learning applications that rely on uncertainty quantification. Recently, computational tools for working with these models in geometric settings, such as when inputs lie on a Riemannian manifold,…

Machine Learning · Statistics 2023-10-31 Paul Rosa , Viacheslav Borovitskiy , Alexander Terenin , Judith Rousseau

We present a machine-learning method for predicting sharp transitions in a Hamiltonian phase diagram by extrapolating the properties of quantum systems. The method is based on Gaussian Process regression with a combination of kernels chosen…

Other Condensed Matter · Physics 2019-04-26 Rodrigo A. Vargas-Hernández , John Sous , Mona Berciu , Roman V. Krems

This work presents a family of parsimonious Gaussian process models which allow to build, from a finite sample, a model-based classifier in an infinite dimensional space. The proposed parsimonious models are obtained by constraining the…

Methodology · Statistics 2012-06-18 Charles Bouveyron , Stéphane Girard , Mathieu Fauvel

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…

Machine Learning · Statistics 2017-03-07 Karl Krauth , Edwin V. Bonilla , Kurt Cutajar , Maurizio Filippone

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

It is often of interest to infer lower-dimensional structure underlying complex data. As a flexible class of non-linear structures, it is common to focus on Riemannian manifolds. Most existing manifold learning algorithms replace the…

Machine Learning · Statistics 2026-01-27 David B Dunson , Nan Wu

We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…

Numerical Analysis · Mathematics 2025-03-28 P. Michael Kielstra , Michael Lindsey

We introduce a kernel approximation strategy that enables computation of the Gaussian process log marginal likelihood and all hyperparameter derivatives in $\mathcal{O}(p)$ time. Our GRIEF kernel consists of $p$ eigenfunctions found using a…

Machine Learning · Statistics 2018-08-02 Trefor W. Evans , Prasanth B. Nair

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

Machine Learning · Computer Science 2017-10-06 Maruan Al-Shedivat , Andrew Gordon Wilson , Yunus Saatchi , Zhiting Hu , Eric P. Xing

Kernel methods on discrete domains have shown great promise for many challenging data types, for instance, biological sequence data and molecular structure data. Scalable kernel methods like Support Vector Machines may offer good predictive…

Machine Learning · Statistics 2021-05-27 Vincent Fortuin , Gideon Dresdner , Heiko Strathmann , Gunnar Rätsch

Meta-learning is a powerful approach that exploits historical data to quickly solve new tasks from the same distribution. In the low-data regime, methods based on the closed-form posterior of Gaussian processes (GP) together with Bayesian…

We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…

Machine Learning · Statistics 2020-06-05 Trefor W. Evans , Prasanth B. Nair

There is increasing interest in the problem of nonparametric regression with high-dimensional predictors. When the number of predictors $D$ is large, one encounters a daunting problem in attempting to estimate a $D$-dimensional surface…

Statistics Theory · Mathematics 2014-06-17 Yun Yang , David B. Dunson

We report an exact likelihood computation for Linear Gaussian Markov processes that is more scalable than existing algorithms for complex models and sparsely sampled signals. Better scaling is achieved through elimination of repeated…

Machine Learning · Statistics 2018-05-21 Stijn de Waele

Bayesian inference for exponential family random graph models (ERGMs) is a doubly-intractable problem because of the intractability of both the likelihood and posterior normalizing factor. Auxiliary variable based Markov Chain Monte Carlo…

Computation · Statistics 2020-07-15 Fan Yin , Carter T. Butts

In this paper, we consider the sigmoid Gaussian Hawkes process model: the baseline intensity and triggering kernel of Hawkes process are both modeled as the sigmoid transformation of random trajectories drawn from Gaussian processes (GP).…

Machine Learning · Computer Science 2019-10-30 Feng Zhou , Zhidong Li , Xuhui Fan , Yang Wang , Arcot Sowmya , Fang Chen

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

We develop a Gaussian process framework for learning interaction kernels in multi-species interacting particle systems from trajectory data. Such systems provide a canonical setting for multiscale modeling, where simple microscopic…

Machine Learning · Statistics 2025-11-05 Jinchao Feng , Charles Kulick , Sui Tang

Large neural networks trained on large datasets have become the dominant paradigm in machine learning. These systems rely on maximum likelihood point estimates of their parameters, precluding them from expressing model uncertainty. This may…

Machine Learning · Statistics 2024-05-01 Javier Antoran