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High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse variational Gaussian processes (SVGPs) reduce computational…

Machine Learning · Computer Science 2025-06-11 Natalie Maus , Kyurae Kim , Geoff Pleiss , David Eriksson , John P. Cunningham , Jacob R. Gardner

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

Gaussian processes (GPs) are highly flexible function estimators used for geospatial analysis, nonparametric regression, and machine learning, but they are computationally infeasible for large datasets. Vecchia approximations of GPs have…

Methodology · Statistics 2020-12-22 Matthias Katzfuss , Joseph Guinness , Wenlong Gong , Daniel Zilber

We propose a GPU-accelerated distributed optimization algorithm for controlling multi-phase optimal power flow in active distribution systems with dynamically changing topologies. To handle varying network configurations and enable…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-15 Minseok Ryu , Geunyeong Byeon , Kibaek Kim

The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid…

Computational Finance · Quantitative Finance 2016-11-28 Tetsuya Takaishi

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

Linear solvers are key components in any software platform for scientific and engineering computing. The solution of large and sparse linear systems lies at the core of physics-driven numerical simulations relying on partial differential…

Numerical Analysis · Mathematics 2026-04-16 Massimo Bernaschi , Mauro G. Carrozzo , Alessandro Celestini , Giacomo Piperno , Pasqua D'Ambra

Singular Value Decomposition (SVD) is a fundamental matrix factorization technique in linear algebra, widely applied in numerous matrix-related problems. However, traditional SVD approaches are hindered by slow panel factorization and…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-18 Shifang Liu , Huiyuan Li , Hongjiao Sheng , Haoyuan Gui , Xiaoyu Zhang

Singular value decomposition (SVD) is widely used for dimensionality reduction and noise suppression, and it plays a pivotal role in numerous scientific and engineering applications. As the dimensions of the matrix grow rapidly, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-26 Fangqiang Du , Sixuan Chong , Zixuan Huang , Rui Qin , Fengnan Mi , Caibao Hu , Jiangang Chen

Quantifying uncertainties in physical or engineering systems often requires a large number of simulations of the underlying computer models that are computationally intensive. Emulators or surrogate models are often used to accelerate the…

Methodology · Statistics 2021-11-11 Junda Xiong , Xin Cai , Jinglai Li

Splotch is a rendering algorithm for exploration and visual discovery in particle-based datasets coming from astronomical observations or numerical simulations. The strengths of the approach are production of high quality imagery and…

Instrumentation and Methods for Astrophysics · Physics 2016-09-23 Marzia Rivi , Claudio Gheller , Tim Dykes , Mel Krokos , Klaus Dolag

We propose Scalable Quantum Molecular Generation (SQMG), a variational quantum-circuit for sampling molecular graphs using chemical priors on atoms and bonds. SQMG assigns a fixed 3-qubit register to each heavy atom and reuses a single…

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…

Machine Learning · Statistics 2026-04-01 Jhonathan Navott , Daniel Jenson , Seth Flaxman , Elizaveta Semenova

Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous…

Machine Learning · Statistics 2017-06-14 Hao Peng , Shandian Zhe , Yuan Qi

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

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…

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

Data-driven modeling plays an increasingly important role in different areas of engineering. For most of existing methods, such as genetic programming (GP), the convergence speed might be too slow for large scale problems with a large…

Optimization and Control · Mathematics 2017-06-29 Chen Chen , Changtong Luo , Zonglin Jiang

The recent accelerated growth in the computing power has generated popularization of experimentation with dynamic computer models in various physical and engineering applications. Despite the extensive statistical research in computer…

Methodology · Statistics 2018-10-18 Ru Zhang , Chunfang Devon Lin , Pritam Ranjan

In this work, we present an extension of Gaussian process (GP) models with sophisticated parallelization and GPU acceleration. The parallelization scheme arises naturally from the modular computational structure w.r.t. datapoints in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-10-21 Zhenwen Dai , Andreas Damianou , James Hensman , Neil Lawrence