Related papers: Gaussian processes in Non-commutative probability
We consider the problem of operator-valued kernel learning and investigate the possibility of going beyond the well-known separable kernels. Borrowing tools and concepts from the field of quantum computing, such as partial trace and…
We present the class of Hida-Mat\'ern kernels, which is the canonical family of covariance functions over the entire space of stationary Gauss-Markov Processes. It extends upon Mat\'ern kernels, by allowing for flexible construction of…
Quantum computers have the opportunity to be transformative for a variety of computational tasks. Recently, there have been proposals to use the unsimulatably of large quantum devices to perform regression, classification, and other machine…
In this work, we consider the problem of learning nonlinear operators that correspond to discrete-time nonlinear dynamical systems with inputs. Given an initial state and a finite input trajectory, such operators yield a finite output…
Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…
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…
A variety of infinitely wide neural architectures (e.g., dense NNs, CNNs, and transformers) induce Gaussian process (GP) priors over their outputs. These relationships provide both an accurate characterization of the prior predictive…
Gaussian processes are an effective model class for learning unknown functions, particularly in settings where accurately representing predictive uncertainty is of key importance. Motivated by applications in the physical sciences, the…
This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…
This paper studies the construction of a refinement kernel for a given operator-valued reproducing kernel such that the vector-valued reproducing kernel Hilbert space of the refinement kernel contains that of the given one as a subspace.…
Operator-valued frames (or g-frames) are generalizations of frames and fusion frames and have been used in packets encoding, quantum computing, theory of coherent states and more. In this paper, we give a new formula for operator-valued…
A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…
We consider the Koopman operator semigroup $(K^t)_{t\ge 0}$ associated with stochastic differential equations of the form $dX_t = AX_t\,dt + B\,dW_t$ with constant matrices $A$ and $B$ and Brownian motion $W_t$. We prove that the…
Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop…
This paper focuses on the use of the theory of Reproducing Kernel Hilbert Spaces in the statistical analysis of replicated point processes. We show that spatial point processes can be observed as random variables in a Reproducing Kernel…
The aim of this paper is to develop novel quantum algorithms for Gaussian process quadrature methods. Gaussian process quadratures are numerical integration methods where Gaussian processes are used as functional priors for the integrands…
Gaussian processes (GPs) produce good probabilistic models of functions, but most GP kernels require $O((n+m)n^2)$ time, where $n$ is the number of data points and $m$ the number of predictive locations. We present a new kernel that allows…
Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…
Gaussian processes provide a flexible, non-parametric framework for the approximation of functions in high-dimensional spaces. The covariance kernel is the main engine of Gaussian processes, incorporating correlations that underpin the…
In the article we study properties of the random integral operator in $L_2(\mathbb{R})$ whose kernel is obtained as a convolution of Gaussian density with a stationary point process.