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Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery

Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick…

Machine Learning · Statistics 2011-08-15 Ferenc Huszár , Simon Lacoste-Julien

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Machine Learning · Statistics 2022-02-22 Constantinos Daskalakis , Petros Dellaportas , Aristeidis Panos

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Machine Learning · Statistics 2021-12-16 Constantinos Daskalakis , Petros Dellaportas , Aristeidis Panos

In finite mixture models, apart from underlying mixing measure, true kernel density function of each subpopulation in the data is, in many scenarios, unknown. Perhaps the most popular approach is to choose some kernel functions that we…

Statistics Theory · Mathematics 2017-09-26 Nhat Ho , XuanLong Nguyen , Ya'acov Ritov

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

In this contribution we describe an approach to evolve composite covariance functions for Gaussian processes using genetic programming. A critical aspect of Gaussian processes and similar kernel-based models such as SVM is, that the…

Neural and Evolutionary Computing · Computer Science 2013-05-23 Gabriel Kronberger , Michael Kommenda

Nonlinear kernel regression models are often used in statistics and machine learning because they are more accurate than linear models. Variable selection for kernel regression models is a challenge partly because, unlike the linear…

Methodology · Statistics 2017-06-13 Lorin Crawford , Kris C. Wood , Xiang Zhou , Sayan Mukherjee

We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to…

Machine Learning · Statistics 2019-11-05 Nicki S. Detlefsen , Martin Jørgensen , Søren Hauberg

We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…

Machine Learning · Computer Science 2023-09-07 Weiguo Lu , Xuan Wu , Deng Ding , Gangnan Yuan

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

Kink model is developed to analyze the data where the regression function is twostage linear but intersects at an unknown threshold. In quantile regression with longitudinal data, previous work assumed that the unknown threshold parameters…

Methodology · Statistics 2020-09-07 Chuang Wan

Gaussian processes have become a promising tool for various safety-critical settings, since the posterior variance can be used to directly estimate the model error and quantify risk. However, state-of-the-art techniques for safety-critical…

Machine Learning · Computer Science 2022-07-22 Alexandre Capone , Armin Lederer , Sandra Hirche

Tomographic reconstruction, despite its revolutionary impact on a wide range of applications, suffers from its ill-posed nature in that there is no unique solution because of limited and noisy measurements. Therefore, in the absence of…

Applications · Statistics 2023-04-10 Agnimitra Dasgupta , Carlo Graziani , Zichao Wendy Di

Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…

Numerical Analysis · Mathematics 2021-01-06 Paz Fink Shustin , Haim Avron

In protein engineering, while computational models are increasingly used to predict mutation effects, their evaluations primarily rely on high-throughput deep mutational scanning (DMS) experiments that use surrogate readouts, which may not…

Quantitative Methods · Quantitative Biology 2025-03-11 Liang Zhang , Hua Pang , Chenghao Zhang , Song Li , Yang Tan , Fan Jiang , Mingchen Li , Yuanxi Yu , Ziyi Zhou , Banghao Wu , Bingxin Zhou , Hao Liu , Pan Tan , Liang Hong

In many learning problems, the training and testing data follow different distributions and a particularly common situation is the \textit{covariate shift}. To correct for sampling biases, most approaches, including the popular kernel mean…

Machine Learning · Computer Science 2020-03-13 Henry Lam , Fengpei Li , Siddharth Prusty

Non-conservative uncertainty bounds are essential for making reliable predictions about latent functions from noisy data, and thus, a key enabler for safe learning-based control. In this domain, kernel methods such as Gaussian process…

Machine Learning · Computer Science 2026-05-26 Amon Lahr , Anna Scampicchio , Johannes Köhler , Melanie N. Zeilinger

In this article, we present some specific aspects of symmetric Gamma process mixtures for use in regression models. We propose a new Gibbs sampler for simulating the posterior and we establish adaptive posterior rates of convergence related…

Statistics Theory · Mathematics 2016-07-29 Zacharie Naulet , Eric Barat
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