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Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Gaussian processes (GPs) provide a powerful non-parametric framework for reasoning over functions. Despite appealing theory, its superlinear computational and memory complexities have presented a long-standing challenge. State-of-the-art…

Machine Learning · Statistics 2019-01-16 Hugh Salimbeni , Ching-An Cheng , Byron Boots , Marc Deisenroth

Detecting and characterizing the Epoch of Reionization and Cosmic Dawn via the redshifted 21-cm hyperfine line of neutral hydrogen will revolutionize the study of the formation of the first stars, galaxies, black holes and intergalactic gas…

Cosmology and Nongalactic Astrophysics · Physics 2018-05-23 F. G. Mertens , A. Ghosh , L. V. E. Koopmans

Gaussian process (GP) is a Bayesian model which provides several advantages for regression tasks in machine learning such as reliable quantitation of uncertainty and improved interpretability. Their adoption has been precluded by their…

Machine Learning · Computer Science 2023-06-26 Jonathan Parkinson , Wei Wang

Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from…

In many areas of science and engineering, computer simulations are widely used as proxies for physical experiments, which can be infeasible or unethical. Such simulations can often be computationally expensive, and an emulator can be…

Machine Learning · Statistics 2023-02-03 Tao Tang , Simon Mak , David Dunson

Building spatial process models that capture nonstationary behavior while delivering computationally efficient inference is challenging. Nonstationary spatially varying kernels (see, e.g., Paciorek, 2003) offer flexibility and richness, but…

Methodology · Statistics 2025-07-01 Sébastien Coube-Sisqueille , Sudipto Banerjee , Benoît Liquet

The kernel function and its hyperparameters are the central model selection choice in a Gaussian proces (Rasmussen and Williams, 2006). Typically, the hyperparameters of the kernel are chosen by maximising the marginal likelihood, an…

Machine Learning · Statistics 2022-11-07 Vidhi Lalchand , Wessel P. Bruinsma , David R. Burt , Carl E. Rasmussen

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2015-09-15 Mark D. Risser , Catherine A. Calder

Gaussian Processes (GPs) are powerful non-parametric Bayesian models for regression of scalar fields, formulated under the assumption that measurement locations are perfectly known and the corresponding field measurements have Gaussian…

Robotics · Computer Science 2026-01-29 Muzaffar Qureshi , Tochukwu Elijah Ogri , Kyle Volle , Rushikesh Kamalapurkar

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

Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…

Machine Learning · Statistics 2020-01-22 Haitao Liu , Yew-Soon Ong , Jianfei Cai

Gaussian Processes (GPs) are a class of kernel methods that have shown to be very useful in geoscience applications. They are widely used because they are simple, flexible and provide very accurate estimates for nonlinear problems,…

Machine Learning · Statistics 2020-12-10 Juan Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

Gaussian Processes (GP) are widely used for probabilistic modeling and inference for nonparametric regression. However, their computational complexity scales cubicly with the sample size rendering them unfeasible for large data sets. To…

Statistics Theory · Mathematics 2022-05-11 Amine Hadji , Tammo Hesselink , Botond Szabó

This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region.…

Machine Learning · Computer Science 2018-07-10 Chiwoo Park , Daniel Apley

Gaussian processes offers a convenient way to perform nonparametric reconstructions of observational data assuming only a kernel which describes the covariance between neighbouring points in a data set. We approach the ambiguity in the…

Cosmology and Nongalactic Astrophysics · Physics 2021-08-17 Reginald Christian Bernardo , Jackson Levi Said

The use of Gaussian processes (GPs) as models for astronomical time series datasets has recently become almost ubiquitous, given their ease of use and flexibility. GPs excel in particular at marginalization over the stellar signal in cases…

Solar and Stellar Astrophysics · Physics 2021-09-08 Rodrigo Luger , Daniel Foreman-Mackey , Christina Hedges

Recently, there has been a growing interest for mixed-categorical meta-models based on Gaussian process (GP) surrogates. In this setting, several existing approaches use different strategies either by using continuous kernels (e.g.,…

Optimization and Control · Mathematics 2024-01-25 P. Saves , Y. Diouane , N. Bartoli , T. Lefebvre , J. Morlier

Potential evidence for primordial non-Gaussianity (PNG) is expected to lie in the largest scales mapped by cosmological surveys. Forthcoming 21cm intensity mapping experiments will aim to probe these scales by surveying neutral hydrogen…

Cosmology and Nongalactic Astrophysics · Physics 2020-10-20 Steven Cunnington , Stefano Camera , Alkistis Pourtsidou

Gaussian process (GP) regression is a Bayesian nonparametric method for regression and interpolation, offering a principled way of quantifying the uncertainties of predicted function values. For the quantified uncertainties to be…

Statistics Theory · Mathematics 2025-08-22 Masha Naslidnyk , Motonobu Kanagawa , Toni Karvonen , Maren Mahsereci
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