Related papers: HiGP: A high-performance Python package for Gaussi…

Gaussian processes are a class of flexible nonparametric Bayesian tools that are widely used across the sciences, and in industry, to model complex data sources. Key to applying Gaussian process models is the availability of well-developed…

We investigate uncertainties in the estimation of the Hubble constant ($H_0$) arising from Gaussian Process (GP) reconstruction, demonstrating that the choice of kernel introduces systematic variations comparable to those arising from…

With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and…

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

The key task of physical simulation is to solve partial differential equations (PDEs) on discretized domains, which is known to be costly. In particular, high-fidelity solutions are much more expensive than low-fidelity ones. To reduce the…

Belonging to the family of Bayesian nonparametrics, Gaussian process (GP) based approaches have well-documented merits not only in learning over a rich class of nonlinear functions, but also in quantifying the associated uncertainty.…

Gaussian processes (GPs) provide a principled Bayesian framework for uncertainty estimation, but their computational complexity severely limits scalability to large datasets. We propose SIKA-GP, which accelerates GP inference using sparse…

Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

We develop an exact and scalable algorithm for one-dimensional Gaussian process regression with Mat\'ern correlations whose smoothness parameter $\nu$ is a half-integer. The proposed algorithm only requires $\mathcal{O}(\nu^3 n)$ operations…

We propose a novel online Gaussian process (GP) model that is capable of capturing long-term memory in sequential data in an online learning setting. Our model, Online HiPPO Sparse Variational Gaussian Process (OHSVGP), leverages the HiPPO…

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

Gaussian processes (GPs) are powerful but computationally expensive machine learning models, requiring an estimate of the kernel covariance matrix for every prediction. In large and complex domains, such as graphs, sets, or images, the…

Gaussian processes (GPs) are a widely used regression tool, but the cubic complexity of exact solvers limits their scalability. To address this challenge, we extend the GPRat library by incorporating a fully GPU-resident GP prediction…

Gaussian Processes (GPs) are widely used for regression and system identification due to their flexibility and ability to quantify uncertainty. However, their computational complexity limits their applicability to small datasets. Moreover…

Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost and it is difficult to design nonstationary GP priors in practice. In this paper, we propose…

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Gaussian processes (GP) are widely used as a metamodel for emulating time-consuming computer codes. We focus on problems involving categorical inputs, with a potentially large number L of levels (typically several tens), partitioned in G <<…