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Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

We introduce a class of scalable Bayesian hierarchical models for the analysis of massive geostatistical datasets. The underlying idea combines ideas on high-dimensional geostatistics by partitioning the spatial domain and modeling the…

Methodology · Statistics 2020-10-09 Michele Peruzzi , Sudipto Banerjee , Andrew O. Finley

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 (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…

Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…

Machine Learning · Statistics 2021-07-28 Michael E. Kepler , Alec Koppel , Amrit Singh Bedi , Daniel J. Stilwell

Multitask Gaussian processes (MTGP) are the Gaussian process (GP) framework's solution for multioutput regression problems in which the $T$ elements of the regressors cannot be considered conditionally independent given the observations.…

Machine Learning · Computer Science 2022-08-26 Óscar García-Hinde , Vanessa Gómez-Verdejo , Manel Martínez-Ramón

Unpredictable and complex aerodynamic effects pose significant challenges to achieving precise flight control, such as the downwash effect from upper vehicles to lower ones. Conventional methods often struggle to accurately model these…

Robotics · Computer Science 2024-09-30 Yuan Gao , Yinyi Lai , Jun Wang , Yini Fang

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

A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…

Methodology · Statistics 2019-07-25 Shinichiro Shirota , Andrew O. Finley , Bruce D. Cook , Sudipto Banerjee

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to…

Machine Learning · Statistics 2020-11-03 Tim G. J. Rudner , Dino Sejdinovic , Yarin Gal

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

This paper introduces a loss-based generalized Bayesian methodology for high-dimensional robust regression with serially correlated errors and predictors. The proposed framework employs a novel scaled pseudo-Huber (SPH) loss function, which…

Methodology · Statistics 2025-03-13 Saptarshi Chakraborty , Kshitij Khare , George Michailidis

This paper proposes a novel framework for implicit multi-camera system calibration utilizing Gaussian Process (GP) regression. Conventional explicit calibration methods are constrained by rigid mathematical models and struggle with complex,…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Ivan De Boi , Bart Ribbens , Veronika Golanova , Ursula Kapov , Simon Verspeek

Gaussian Processes (GPs) are flexible, nonparametric Bayesian models widely used for regression and classification because of their ability to capture complex data patterns and quantify predictive uncertainty. However, the O(n^3)…

Machine Learning · Computer Science 2026-01-14 Hua Huang , Tianshi Xu , Yuanzhe Xi , Edmond Chow

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

Machine Learning · Statistics 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

Angular data are commonly encountered in settings with a directional or orientational component. Regressing an angular response on real-valued features requires intrinsically capturing the circular or spherical manifold the data lie on, or…

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…

Systems and Control · Computer Science 2012-08-13 Marc Peter Deisenroth , Ryan Turner , Marco F. Huber , Uwe D. Hanebeck , Carl Edward Rasmussen

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Methodology · Statistics 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt