Related papers: Deep Gaussian Process Emulation with gradient Info…
Learning mappings between functional spaces, also known as function-on-function regression, is a fundamental problem in functional data analysis with broad applications, including spatiotemporal forecasting, curve prediction, and climate…
Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…
It is desirable to combine the expressive power of deep learning with Gaussian Process (GP) in one expressive Bayesian learning model. Deep kernel learning showed success in adopting a deep network for feature extraction followed by a GP…
We develop a framework for derivative Gaussian process latent variable models (DGP-LVMs) that can handle multi-dimensional output data using modified derivative covariance functions. The modifications account for complexities in the…
This paper introduces deep Gaussian processes (DGPs) for geophysical parameter retrieval. Unlike the standard full GP model, the DGP accounts for complicated (modular, hierarchical) processes, provides an efficient solution that scales well…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…
Learning expressive kernels while retaining tractable inference remains a central challenge in scaling Gaussian processes (GPs) to large and complex datasets. We propose a scalable GP regressor based on deep basis kernels (DBKs). Our DBK is…
Deep Gaussian processes (DGPs) provide a robust paradigm for Bayesian deep learning. In DGPs, a set of sparse integration locations called inducing points are selected to approximate the posterior distribution of the model. This is done to…
Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…
Deep generative models (DGMs) have recently demonstrated remarkable success in capturing complex probability distributions over graphs. Although their excellent performance is attributed to powerful and scalable deep neural networks, it is,…
In this work, we present a novel approach to system identification for dynamical systems, based on a specific class of Deep Gaussian Processes (Deep GPs). These models are constructed by interconnecting linear dynamic GPs (equivalent to…
We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…
Recent work introduced deep kernel processes as an entirely kernel-based alternative to NNs (Aitchison et al. 2020). Deep kernel processes flexibly learn good top-layer representations by alternately sampling the kernel from a distribution…
We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes…
Dynamic simulators are computational models governed by differential equations that evolve over time. They are essential for scientific and engineering applications but remain challenging to emulate because of the unpredictable behavior of…
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…
Gaussian Processes (GPs) provide a flexible and statistically principled foundation for modelling spatiotemporal phenomena, but their $O(N^3)$ scaling makes them intractable for large datasets. Approximate methods such as variational…
Deep neural networks (DNN) and Gaussian processes (GP) are two powerful models with several theoretical connections relating them, but the relationship between their training methods is not well understood. In this paper, we show that…