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Gaussian Process Regression (GPR) is a powerful tool for nonparametric regression, but its application in a fully Bayesian fashion in high-dimensional settings is hindered by two primary challenges: the difficulty of variable selection and…

Methodology · Statistics 2025-11-11 Peter Knaus

Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…

Statistical Mechanics · Physics 2015-07-08 Kenji Harada

We present a multivariate Gaussian process regression approach for parameter field reconstruction based on the field's measurements collected at two different scales, the coarse and fine scales. The proposed approach treats the parameter…

Methodology · Statistics 2018-04-19 David A. Barajas-Solano , Alexandre M. Tartakovsky

Resonances in open quantum systems depending on at least two controllable parameters can show the phenomenon of exceptional points (EPs), where not only the eigenvalues but also the eigenvectors of two or more resonances coalesce. Their…

Quantum Physics · Physics 2024-03-14 Patrick Egenlauf , Patric Rommel , Jörg Main

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 is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

Computation · Statistics 2026-05-29 Samanyu Arora , Christopher J. Geoga

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

This paper proposes an efficient general alternating-direction implicit (GADI) framework for solving large sparse linear systems. The convergence property of the GADI framework is discussed. Most of the existing ADI methods can be viewed as…

Numerical Analysis · Mathematics 2022-05-04 Kai Jiang , Xuehong Su , Juan Zhang

A majority of experimental disciplines face the challenge of exploring large and high-dimensional parameter spaces in search of new scientific discoveries. Materials science is no exception; the wide variety of synthesis, processing, and…

Retinal prostheses restore vision by electrically stimulating surviving neurons, but calibrating perceptual thresholds (i.e., the minimum stimulus intensity required for perception) remains a time-intensive challenge, especially for…

Quantitative Methods · Quantitative Biology 2025-04-30 Roksana Sadeghi , Michael Beyeler

A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…

Machine Learning · Statistics 2022-05-19 Marcus M. Noack , Harinarayan Krishnan , Mark D. Risser , Kristofer G. Reyes

Gaussian process modeling is a standard tool for building emulators for computer experiments, which are usually used to study deterministic functions, for example, a solution to a given system of partial differential equations. This work…

Statistics Theory · Mathematics 2021-10-01 Wenjia Wang

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Kernel based methods including Gaussian process regression (GPR) and generally kernel ridge regression (KRR) have been finding increasing use in computational chemistry, including the fitting of potential energy surfaces and density…

Machine Learning · Statistics 2023-01-27 Sergei Manzhos , Manabu Ihara

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

Machine Learning · Computer Science 2020-05-21 J. Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

Quantum computing algorithms have been shown to produce performant quantum kernels for machine-learning classification problems. Here, we examine the performance of quantum kernels for regression problems of practical interest. For an…

Quantum Physics · Physics 2024-09-30 Xuyang Guo , Jun Dai , Roman V. Krems

The extraction of parton distribution functions (PDFs) from experimental or lattice QCD data is an ill-posed inverse problem, where regularization strongly impacts both systematic uncertainties and the reliability of the results. We study a…

High Energy Physics - Lattice · Physics 2026-02-11 Yamil Cahuana Medrano , Hervé Dutrieux , Joseph Karpie , Kostas Orginos , Savvas Zafeiropoulos

Folding uncertainty in theoretical models into Bayesian parameter estimation is necessary in order to make reliable inferences. A general means of achieving this is by marginalizing over model uncertainty using a prior distribution…

General Relativity and Quantum Cosmology · Physics 2016-03-04 Christopher J. Moore , Christopher P. L. Berry , Alvin J. K. Chua , Jonathan R. Gair

The estimation of Remaining Useful Life (RUL) plays a pivotal role in intelligent manufacturing systems and Industry 4.0 technologies. While recent advancements have improved RUL prediction, many models still face interpretability and…

Machine Learning · Computer Science 2024-11-26 Tian Niu , Zijun Xu , Heng Luo , Ziqing Zhou