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Gaussian process fitting, or kriging, is often used to create a model from a set of data. Many available software packages do this, but we show that very different results can be obtained from different packages even when using the same…

Computation · Statistics 2017-10-10 Collin B. Erickson , Bruce E. Ankenman , Susan M. Sanchez

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang

Gaussian stochastic process emulation is a powerful tool for approximating computationally intensive computer models. However, estimation of parameters in the GaSP emulator is a challenging task. No closed-form estimator is available, and…

Computation · Statistics 2026-05-06 Mengyang Gu , Jesús Palomo , James O. Berger

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original…

Mathematical Software · Computer Science 2013-12-24 W. Liu , H. Zhang , D. Tao , Y. Wang , K. Lu

Modern graphics processing units (GPUs) are inexpensive commodity hardware that offer Tflop/s theoretical computing capacity. GPUs are well suited to many compute-intensive tasks including digital signal processing. We describe the…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 Randall B. Wayth , Lincoln J. Greenhill , Frank H. Briggs

Gaussian processes (GPs) are a highly flexible, nonparametric statistical model that are commonly used to fit nonlinear relationships or account for correlation between observations. However, the computational load of fitting a Gaussian…

Computation · Statistics 2023-10-30 Matthew J Heaton , Jacob A. Johnson

Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…

Machine Learning · Computer Science 2025-07-10 Jihao Andreas Lin

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…

Machine Learning · Statistics 2018-11-06 Haitao Liu , Jianfei Cai , Yew-Soon Ong , Yi Wang

Vecchia approximation has been widely used to accurately scale Gaussian-process (GP) inference to large datasets, by expressing the joint density as a product of conditional densities with small conditioning sets. We study fixed-domain…

Statistics Theory · Mathematics 2024-02-07 Myeongjong Kang , Florian Schäfer , Joseph Guinness , Matthias Katzfuss

The study of biological systems witnessed a pervasive cross-fertilization between experimental investigation and computational methods. This gave rise to the development of new methodologies, able to tackle the complexity of biological…

Computational Engineering, Finance, and Science · Computer Science 2013-10-01 Daniela Besozzi , Giulio Caravagna , Paolo Cazzaniga , Marco Nobile , Dario Pescini , Alessandro Re

Gaussian Processes (GPs) are widely used for regression and system identification due to their flexibility and ability to quantify uncertainty. However, their computational complexity limits their applicability to small datasets. Moreover…

Machine Learning · Computer Science 2025-08-27 Thore Wietzke , Knut Graichen

Analysis of processing time and similarity of images generated between CPU and GPU architectures and sequential and parallel programming. For image processing a computer with AMD FX-8350 processor and an Nvidia GTX 960 Maxwell GPU was used,…

Gaussian Processes (GPs) provide a flexible and statistically principled foundation for modelling spatiotemporal phenomena, but their $O(N^3)$ scaling makes them intractable for large datasets. Approximate methods such as variational…

Machine Learning · Statistics 2026-04-01 Jhonathan Navott , Daniel Jenson , Seth Flaxman , Elizaveta Semenova

We introduce GRay, a massively parallel integrator designed to trace the trajectories of billions of photons in a curved spacetime. This GPU-based integrator employs the stream processing paradigm, is implemented in CUDA C/C++, and runs on…

Instrumentation and Methods for Astrophysics · Physics 2015-06-15 Chi-kwan Chan , Dimitrios Psaltis , Feryal Ozel

Graphics Processing Units (GPUs) support dynamic voltage and frequency scaling (DVFS) in order to balance computational performance and energy consumption. However, there still lacks simple and accurate performance estimation of a given GPU…

Performance · Computer Science 2018-06-14 Qiang Wang , Xiaowen Chu

Modern parallel computing devices, such as the graphics processing unit (GPU), have gained significant traction in scientific and statistical computing. They are particularly well-suited to data-parallel algorithms such as the particle…

Computation · Statistics 2015-06-12 Lawrence M. Murray , Anthony Lee , Pierre E. Jacob

We present a highly parallel implementation of the cross-correlation of time-series data using graphics processing units (GPUs), which is scalable to hundreds of independent inputs and suitable for the processing of signals from "Large-N"…

Instrumentation and Methods for Astrophysics · Physics 2011-08-02 M. A. Clark , P. C. La Plante , L. J. Greenhill

We consider Monte Carlo simulations of classical spin models of statistical mechanics using the massively parallel architecture provided by graphics processing units (GPUs). We discuss simulations of models with discrete and continuous…

Computational Physics · Physics 2012-07-20 Martin Weigel , Taras Yavors'kii

Applications in many domains require processing moving object trajectories. In this work, we focus on a trajectory similarity search that finds all trajectories within a given distance of a query trajectory over a time interval, which we…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-10-13 Michael Gowanlock , Henri Casanova

Splotch is a rendering algorithm for exploration and visual discovery in particle-based datasets coming from astronomical observations or numerical simulations. The strengths of the approach are production of high quality imagery and…

Instrumentation and Methods for Astrophysics · Physics 2016-09-23 Marzia Rivi , Claudio Gheller , Tim Dykes , Mel Krokos , Klaus Dolag
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