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Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Excessive loads near wounds produce pathological scarring and other complications. Presently, stress cannot easily be measured by surgeons in the operating room. Instead, surgeons rely on intuition and experience. Predictive computational…

Medical Physics · Physics 2020-10-07 Casey Stowers , Taeksang Lee , Ilias Bilionis , Arun Gosain , Adrian Buganza Tepole

The performance of machine learning surrogates is critically dependent on data quality and quantity. This presents a major challenge, as high-fidelity (HF) data is often scarce and computationally expensive to acquire, while low-fidelity…

Machine Learning · Computer Science 2026-02-03 Jice Zeng , David Barajas-Solano , Hui Chen

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

Multi-fidelity modeling and calibration are data fusion tasks that ubiquitously arise in engineering design. In this paper, we introduce a novel approach based on latent-map Gaussian processes (LMGPs) that enables efficient and accurate…

Machine Learning · Statistics 2022-01-17 Nicholas Oune , Jonathan Tammer Eweis-Labolle , Ramin Bostanabad

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

Machine Learning · Computer Science 2024-07-18 Hwanwoo Kim , Daniel Sanz-Alonso

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

Surrogate models are often used as computationally efficient approximations to complex simulation models, enabling tasks such as solving inverse problems, sensitivity analysis, and probabilistic forward predictions, which would otherwise be…

Machine Learning · Statistics 2026-05-13 Philipp Reiser , Paul-Christian Bürkner , Anneli Guthke

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

Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations…

Machine Learning · Statistics 2017-10-24 Vladimir Feinberg , Li-Fang Cheng , Kai Li , Barbara E Engelhardt

Not being able to understand and predict the behavior of deep learning systems makes it hard to decide what architecture and algorithm to use for a given problem. In science and engineering, modeling is a methodology used to understand…

Machine Learning · Computer Science 2023-09-15 Michael Y. Li , Erin Grant , Thomas L. Griffiths

Surrogate models based on machine learning methods have become an important part of modern engineering to replace costly computer simulations. The data used for creating a surrogate model are essential for the model accuracy and often…

Machine Learning · Statistics 2023-10-03 Sven Lämmle , Can Bogoclu , Kevin Cremanns , Dirk Roos

Gaussian processes (GPs) are important models in supervised machine learning. Training in Gaussian processes refers to selecting the covariance functions and the associated parameters in order to improve the outcome of predictions, the core…

The recent accelerated growth in the computing power has generated popularization of experimentation with dynamic computer models in various physical and engineering applications. Despite the extensive statistical research in computer…

Methodology · Statistics 2018-10-18 Ru Zhang , Chunfang Devon Lin , Pritam Ranjan

Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Lars Bartels , Amon Lahr , Andrea Carron , Melanie N. Zeilinger

Collecting operationally realistic data to inform machine learning models can be costly. Before collecting new data, it is helpful to understand where a model is deficient. For example, object detectors trained on images of rare objects may…

Machine Learning · Statistics 2025-12-24 Anna R. Flowers , Christopher T. Franck , Robert B. Gramacy , Justin A. Krometis

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

Machine learning models play a vital role in time series forecasting. These models, however, often overlook an important element: point uncertainty estimates. Incorporating these estimates is crucial for effective risk management, informed…

Machine Learning · Computer Science 2024-09-11 Leonid Erlygin , Vladimir Zholobov , Valeriia Baklanova , Evgeny Sokolovskiy , Alexey Zaytsev

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…

Numerical Analysis · Mathematics 2025-03-19 Shane A. McQuarrie , Anirban Chaudhuri , Karen E. Willcox , Mengwu Guo

Deep Gaussian processes (DGPs) provide a rich class of models that can better represent functions with varying regimes or sharp changes, compared to conventional GPs. In this work, we propose a novel inference method for DGPs for computer…

Machine Learning · Statistics 2022-08-18 Deyu Ming , Daniel Williamson , Serge Guillas