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Gaussian processes (GPs) are widely used as surrogate models for complicated functions in scientific and engineering applications. In many cases, prior knowledge about the function to be approximated, such as monotonicity, is available and…
Gaussian stochastic process (GaSP) has been widely used as a prior over functions due to its flexibility and tractability in modeling. However, the computational cost in evaluating the likelihood is $O(n^3)$, where $n$ is the number of…
Given a stable SISO LTI system $G$, we investigate the problem of estimating the $\mathcal{H}_\infty$-norm of $G$, denoted $||G||_\infty$, when $G$ is only accessible via noisy observations. Wahlberg et al. recently proposed a nonparametric…
The Gaussian process (GP) is a nonparametric prior distribution over functions indexed by time, space, or other high-dimensional index set. The GP is a flexible model yet its limitation is given by its very nature: it can only model…
We provide in this work an algorithm for approximating a very broad class of symmetric Toeplitz matrices to machine precision in $\mathcal{O}(n \log n)$ time with applications to fitting time series models. In particular, for a symmetric…
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…
Solving and visualizing the potential roots of complex functions is essential in both theoretical and applied domains, yet often computationally intensive. We present a hardware-accelerated algorithm for complex function roots density graph…
We present an approach to construct appropriate and efficient emulators for Hamiltonian flow maps. Intended future applications are long-term tracing of fast charged particles in accelerators and magnetic plasma confinement configurations.…
We propose a flexible procedure for large-scale image search by hash functions with kernels. Our method treats binary codes and pairwise semantic similarity as latent and observed variables, respectively, in a probabilistic model based on…
Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…
Variational approximations to Gaussian processes (GPs) typically use a small set of inducing points to form a low-rank approximation to the covariance matrix. In this work, we instead exploit a sparse approximation of the precision matrix.…
Excellent variational approximations to Gaussian process posteriors have been developed which avoid the $\mathcal{O}\left(N^3\right)$ scaling with dataset size $N$. They reduce the computational cost to $\mathcal{O}\left(NM^2\right)$, with…
We present a fast algorithm that constructs a data-sparse approximation of matrices arising in the context of integral equation methods for elliptic partial differential equations. The new algorithm uses Green's representation formula in…
Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…
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…
Strong gravitational lensing is a powerful probe of cosmology and the dark matter distribution. Efficient lensing software is already a necessity to fully use its potential and the performance demands will only increase with the upcoming…
We introduce a new scalable variational Gaussian process approximation which provides a high fidelity approximation while retaining general applicability. We propose the harmonic kernel decomposition (HKD), which uses Fourier series to…
Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…
Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…
The large-scale three-dimensional inversion of surface gravity / tensor gravity data is a very challenging numerical and practical problem, which is a highly physical memory usage, time-consuming computation and high precision for…