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A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…

Machine Learning · Statistics 2013-11-28 Lifeng Shang , Antoni B. Chan

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…

Gaussian processes (GPs) are widely-used tools in spatial statistics and machine learning and the formulae for the mean function and covariance kernel of a GP $T u$ that is the image of another GP $u$ under a linear transformation $T$…

Probability · Mathematics 2024-10-08 Tadashi Matsumoto , T. J. Sullivan

Gaussian process (GP) is a Bayesian model which provides several advantages for regression tasks in machine learning such as reliable quantitation of uncertainty and improved interpretability. Their adoption has been precluded by their…

Machine Learning · Computer Science 2023-06-26 Jonathan Parkinson , Wei Wang

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

Satellite-based positioning system such as GPS often suffers from large amount of noise that degrades the positioning accuracy dramatically especially in real-time applications. In this work, we consider a data-mining approach to enhance…

Machine Learning · Statistics 2019-06-05 Ming Lin , Xiaomin Song , Qi Qian , Hao Li , Liang Sun , Shenghuo Zhu , Rong Jin

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

Machine Learning · Computer Science 2026-01-13 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski

Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and…

Machine Learning · Statistics 2026-04-30 Albert Saiapin , Kim Batselier

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

Machine Learning · Statistics 2018-09-10 Danil Kuzin , Le Yang , Olga Isupova , Lyudmila Mihaylova

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Machine Learning · Computer Science 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

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…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Computation · Statistics 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

Gaussian process (GP) regression is a fundamental tool in Bayesian statistics. It is also known as kriging and is the Bayesian counterpart to the frequentist kernel ridge regression. Most of the theoretical work on GP regression has focused…

Statistics Theory · Mathematics 2023-10-27 Simon Barthelmé , Pierre-Olivier Amblard , Nicolas Tremblay , Konstantin Usevich

Reliable spatial uncertainty evaluation of object detection models is of special interest and has been subject of recent work. In this work, we review the existing definitions for uncertainty calibration of probabilistic regression tasks.…

Machine Learning · Computer Science 2022-08-22 Fabian Küppers , Jonas Schneider , Anselm Haselhoff

In this paper, we introduce a probabilistic extension to Kolmogorov Arnold Networks (KANs) by incorporating Gaussian Process (GP) as non-linear neurons, which we refer to as GP-KAN. A fully analytical approach to handling the output…

Machine Learning · Computer Science 2024-08-20 Andrew Siyuan Chen

In nonparametric regression, it is common for the inputs to fall in a restricted subset of Euclidean space. Typical kernel-based methods that do not take into account the intrinsic geometry of the domain across which observations are…

Methodology · Statistics 2021-11-04 David B Dunson , Hau-Tieng Wu , Nan Wu

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Gaussian processes (GPs) can provide a principled approach to uncertainty quantification with easy-to-interpret kernel hyperparameters, such as the lengthscale, which controls the correlation distance of function values. However, selecting…

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu