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Scalable surrogate models enable efficient emulation of computer models (or simulators), particularly when dealing with large ensembles of runs. While Gaussian process (GP) models are commonly employed for emulation, they face limitations…

Methodology · Statistics 2025-10-07 Grant Hutchings , Derek Bingham , Kellin Rumsey , Earl Lawrence

Recent years have witnessed a rapid advancement in GPU technology, establishing it as a formidable high-performance parallel computing technology with superior floating-point computational capabilities compared to traditional CPUs. This…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-18 Xinyao Yi , Yuxin Qiao

Neural-net-induced Gaussian process (NNGP) regression inherits both the high expressivity of deep neural networks (deep NNs) as well as the uncertainty quantification property of Gaussian processes (GPs). We generalize the current NNGP to…

Machine Learning · Computer Science 2019-03-27 Guofei Pang , Liu Yang , George Em Karniadakis

Gaussian processes (GPs) are a mature and widely-used component of the ML toolbox. One of their desirable qualities is automatic hyperparameter selection, which allows for training without user intervention. However, in many realistic…

Machine Learning · Computer Science 2024-02-16 Sebastian W. Ober , Artem Artemev , Marcel Wagenländer , Rudolfs Grobins , Mark van der Wilk

We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…

Numerical Analysis · Mathematics 2025-03-28 P. Michael Kielstra , Michael Lindsey

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Convolved Gaussian Process (CGP) is able to capture the correlations not only between inputs and outputs but also among the outputs. This allows a superior performance of using CGP than standard Gaussian Process (GP) in the modelling of…

Neural and Evolutionary Computing · Computer Science 2017-09-14 Gang Cao , Edmund M-K Lai , Fakhrul Alam

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

Machine Learning · Computer Science 2026-02-13 Jihao Andreas Lin , Sebastian Ament , Louis C. Tiao , David Eriksson , Maximilian Balandat , Eytan Bakshy

Over the past decade, a number of algorithms for full-field elastic strain estimation from neutron and X-ray measurements have been published. Many of the recently published algorithms rely on modelling the unknown strain field as a…

Computational Physics · Physics 2020-07-10 A. W. T. Gregg , J. N. Hendriks , C. M. Wensrich , N. O'Dell

Modern GPUs are equipped with tensor cores (TCs) that are commonly used for matrix multiplication in artificial intelligence workloads. However, because they have high computational throughput, they can lead to significant performance gains…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-01 Brian Curless , Michael Gowanlock

Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…

Applications · Statistics 2022-09-07 Laura Schultz , Vadim Sokolov

Many computer vision and human-computer interaction applications developed in recent years need evaluating complex and continuous mathematical functions as an essential step toward proper operation. However, rigorous evaluation of this kind…

Optimization and Control · Mathematics 2017-11-10 Daniel Berjón , Guillermo Gallego , Carlos Cuevas , Francisco Morán , Narciso García

This work introduces the Efficient Transformed Gaussian Process (ETGP), a new way of creating C stochastic processes characterized by: 1) the C processes are non-stationary, 2) the C processes are dependent by construction without needing a…

Machine Learning · Computer Science 2022-06-01 Juan Maroñas , Daniel Hernández-Lobato

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

Choosing appropriate hyperparameters plays a crucial role in the success of neural networks as hyper-parameters directly control the behavior and performance of the training algorithms. To obtain efficient tuning, Bayesian optimization…

Machine Learning · Statistics 2024-02-08 Jiazhao Zhang , Ying Hung , Chung-Ching Lin , Zicheng Liu

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…

Machine Learning · Computer Science 2025-02-04 Oliver Hamelijnck , Arno Solin , Theodoros Damoulas

Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…

Chemical Physics · Physics 2025-12-03 Rohit Goswami , Hannes Jónsson

Nonstationary Gaussian process models can capture complex spatially varying dependence structures in spatial datasets. However, the large number of observations in modern datasets makes fitting such models computationally intractable with…

Computation · Statistics 2022-06-13 Paul G. Beckman , Christopher J. Geoga , Michael L. Stein , Mihai Anitescu

Learning-based approaches are increasingly leveraged to manage and coordinate the operation of grid-edge resources in active power distribution networks. Among these, model-based techniques stand out for their superior data efficiency and…

Systems and Control · Electrical Eng. & Systems 2025-05-01 Daniel Glover , Parikshit Pareek , Deepjyoti Deka , Anamika Dubey

Gaussian processes (GPs) are crucial in machine learning for quantifying uncertainty in predictions. However, their associated covariance matrices, defined by kernel functions, are typically dense and large-scale, posing significant…

Machine Learning · Computer Science 2025-04-02 Theresa Wagner , Tianshi Xu , Franziska Nestler , Yuanzhe Xi , Martin Stoll