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Data augmentation is a crucial step in the development of robust supervised learning models, especially when dealing with limited datasets. This study explores interpolation techniques for the augmentation of geo-referenced data, with the…

Artificial Intelligence · Computer Science 2025-01-14 Frédérick Fabre Ferber , Dominique Gay , Jean-Christophe Soulié , Jean Diatta , Odalric-Ambrym Maillard

In this paper, we investigate Gaussian process modeling with input location error, where the inputs are corrupted by noise. Here, the best linear unbiased predictor for two cases is considered, according to whether there is noise at the…

Statistics Theory · Mathematics 2021-03-02 Wenjia Wang , Xiaowei Yue , Benjamin Haaland , C. F. Jeff Wu

Approximate Bayesian inference methods that scale to very large datasets are crucial in leveraging probabilistic models for real-world time series. Sparse Markovian Gaussian processes combine the use of inducing variables with efficient…

Machine Learning · Statistics 2021-06-10 William J. Wilkinson , Arno Solin , Vincent Adam

Sparse variational Gaussian process (SVGP) methods are a common choice for non-conjugate Gaussian process inference because of their computational benefits. In this paper, we improve their computational efficiency by using a dual…

Machine Learning · Computer Science 2022-01-20 Vincent Adam , Paul E. Chang , Mohammad Emtiyaz Khan , Arno Solin

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…

We propose modeling absorption spectrum measurements as mixtures of Gaussian process experts. This enables us to construct a flexible statistical model for interpolating and extrapolating measurements, facilitating statistical integration…

Applications · Statistics 2026-03-30 Teemu Härkönen , Hui Chen , Erik Vartiainen

A hierarchical Bayesian approach that permits simultaneous inference for the regression coefficient matrix and the error precision (inverse covariance) matrix in the multivariate linear model is proposed. Assuming a natural ordering of the…

Methodology · Statistics 2024-10-29 Christina Zhao , Ding Xiang , Galin L. Jones , Adam J. Rothman

Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…

Methodology · Statistics 2015-01-30 Silvia Montagna , Surya T. Tokdar

Spatial prediction is commonly achieved under the assumption of a Gaussian random field (GRF) by obtaining maximum likelihood estimates of parameters, and then using the kriging equations to arrive at predicted values. For massive datasets,…

Methodology · Statistics 2021-07-20 Karl T. Pazdernik , Ranjan Maitra

In this work we review the application of the theory of Gaussian processes to the modeling of noise in pulsar-timing data analysis, and we derive various useful and optimized representations for the likelihood expressions that are needed in…

General Relativity and Quantum Cosmology · Physics 2014-11-19 Rutger van Haasteren , Michele Vallisneri

Scalable spatial GPs for massive datasets can be built via sparse Directed Acyclic Graphs (DAGs) where a small number of directed edges is sufficient to flexibly characterize spatial dependence. The DAG can be used to devise fast algorithms…

Methodology · Statistics 2025-03-31 Michele Peruzzi , Sudipto Banerjee , David B. Dunson , Andrew O. Finley

Gaussian process are a widely-used statistical tool for conducting non-parametric inference in applied sciences, with many computational packages available to fit to data and predict future observations. We study the use of the Greta…

Computation · Statistics 2025-03-31 Eva Gunn , Nikhil Sengupta , Ben Swallow

Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static…

Machine Learning · Computer Science 2026-05-01 Minghao Gu , Weizhi Lin , Qiang Huang

Analysis of geospatial data has traditionally been model-based, with a mean model, customarily specified as a linear regression on the covariates, and a covariance model, encoding the spatial dependence. We relax the strong assumption of…

Machine Learning · Statistics 2024-05-28 Wentao Zhan , Abhirup Datta

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Machine Learning · Computer Science 2020-01-28 Evgenii Tsymbalov , Sergei Makarychev , Alexander Shapeev , Maxim Panov

Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…

Machine Learning · Computer Science 2020-06-09 Jarred Barber

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about…

We present a mapping algorithm to compute large-scale magnetic field maps in indoor environments with approximate Gaussian process (GP) regression. Mapping the spatial variations in the ambient magnetic field can be used for localization…

Machine Learning · Statistics 2023-11-01 Clara Menzen , Marnix Fetter , Manon Kok

Subspace-valued functions arise in a wide range of problems, including parametric reduced order modeling (PROM). In PROM, each parameter point can be associated with a subspace, which is used for Petrov-Galerkin projections of large system…

Statistics Theory · Mathematics 2021-07-13 Ruda Zhang , Simon Mak , David Dunson

Many geosciences data are imprecise due to various limitations and uncertainties in the measuring process. One way to preserve this imprecision in a geostatistical mapping framework is to characterize the measurements as intervals rather…

Methodology · Statistics 2019-11-22 Brennan Bean , Yan Sun , Marc Maguire