Related papers: Compactly-supported nonstationary kernels for comp…
Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…
Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…
Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…
Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…
Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…
Gaussian Processes (GPs) provide powerful probabilistic frameworks for interpolation, forecasting, and smoothing, but have been hampered by computational scaling issues. Here we investigate data sampled on one dimension (e.g., a scalar or…
This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…
Computer experiments involving both qualitative and quantitative (QQ) factors have attracted increasing attention. Gaussian process (GP) models have proven effective in this context by choosing specialized covariance functions for QQ…
In this paper we introduce a novel online time series forecasting model we refer to as the pM-GP filter. We show that our model is equivalent to Gaussian process regression, with the advantage that both online forecasting and online…
Gaussian process (GP) models are widely used to analyze spatially referenced data and to predict values at locations without observations. In contrast to many algorithmic procedures, GP models are based on a statistical framework, which…
Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were…
In many areas of the observational and experimental sciences data is scarce. Data observation in high-energy astrophysics is disrupted by celestial occlusions and limited telescope time while data derived from laboratory experiments in…
In this paper we investigate a link between state- space models and Gaussian Processes (GP) for time series modeling and forecasting. In particular, several widely used state- space models are transformed into continuous time form and…
The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…
Optimizing wheat variety selection for high performance in different environmental conditions is critical for reliable food production and stable incomes for growers. We employ a statistical machine learning framework utilizing Gaussian…
Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…
The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…
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,…
The Gaussian process state-space model (GPSSM) has garnered considerable attention over the past decade. However, the standard GP with a preliminary kernel, such as the squared exponential kernel or Mat\'{e}rn kernel, that is commonly used…
Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for…