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Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…
Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…
Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…
Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…
In this paper, we propose a stochastic-dimension frozen sampled neural network (SD-FSNN) for solving a class of high-dimensional Gross-Pitaevskii equations (GPEs) on unbounded domains. SD-FSNN is unbiased across all dimensions, and its…
Machine learning models trained with \emph{stochastic} gradient descent (SGD) can generalize better than those trained with deterministic gradient descent (GD). In this work, we study SGD's impact on generalization through the lens of the…
In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…
Autonomous Land Vehicles (ALV) shall efficiently recognize the ground in unknown environments. A novel $\mathcal{GP}$-based method is proposed for the ground segmentation task in rough driving scenarios. A non-stationary covariance function…
We consider decentralized gradient-free optimization of minimizing Lipschitz continuous functions that satisfy neither smoothness nor convexity assumption. We propose two novel gradient-free algorithms, the Decentralized Gradient-Free…
Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…
Covariate measurement error in nonparametric regression is a common problem in nutritional epidemiology and geostatistics, and other fields. Over the last two decades, this problem has received substantial attention in the frequentist…
Making predictions and quantifying their uncertainty when the input data is sequential is a fundamental learning challenge, recently attracting increasing attention. We develop SigGPDE, a new scalable sparse variational inference framework…
Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…
We present practical Levenberg-Marquardt variants of Gauss-Newton and natural gradient methods for solving non-convex optimization problems that arise in training deep neural networks involving enormous numbers of variables and huge data…
High-fidelity simulations and physical experiments are essential for engineering analysis and design, yet their high cost often makes two critical tasks--global sensitivity analysis (GSA) and optimization--prohibitively expensive. This…
Gaussian process (GP) regression with 1D inputs can often be performed in linear time via a stochastic differential equation formulation. However, for non-Gaussian likelihoods, this requires application of approximate inference methods…
We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…
Recent advancements in neural rendering techniques have significantly enhanced the fidelity of 3D reconstruction. Notably, the emergence of 3D Gaussian Splatting (3DGS) has marked a significant milestone by adopting a discrete scene…
Ordinary differential equations (ODEs) are widely used to describe the time evolution of natural phenomena across various scientific fields. Estimating the parameters of these systems from data is a challenging task, particularly when…
In this paper we develop non-asymptotic Gaussian approximation results for the sampling distribution of suprema of empirical processes when the indexing function class $\mathcal{F}_n$ varies with the sample size $n$ and may not be Donsker.…