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In this paper, we critically examine the prevalent practice of using additive mixtures of Mat\'ern kernels in single-output Gaussian process (GP) models and explore the properties of multiplicative mixtures of Mat\'ern kernels for…
Gaussian processes are typically used for smoothing and interpolation on small datasets. We introduce a new Bayesian nonparametric framework -- GPatt -- enabling automatic pattern extrapolation with Gaussian processes on large…
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…
Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…
In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…
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…
Combining Gaussian processes with the expressive power of deep neural networks is commonly done nowadays through deep kernel learning (DKL). Unfortunately, due to the kernel optimization process, this often results in losing their Bayesian…
Several applications such as nuclear forensics, nuclear fuel cycle simulations and sensitivity analysis require methods to quickly compute spent fuel nuclide compositions for various irradiation histories. Traditionally, this has been done…
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…
Accurately predicting the future health of batteries is necessary to ensure reliable operation, minimise maintenance costs, and calculate the value of energy storage investments. The complex nature of degradation renders data-driven…
Kernels representing limiting cases of neural network architectures have recently gained popularity. However, the application and performance of these new kernels compared to existing options, such as the Matern kernel, is not well studied.…
We investigate the capabilities and limitations of Gaussian process models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for…
Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…
Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…
We develop a flexible Gaussian Process (GP) framework for learning the covariance structure of Age- and Year-specific mortality surfaces. Utilizing the additive and multiplicative structure of GP kernels, we design a genetic programming…
Gaussian Processes (GPs) offer an attractive method for regression over small, structured and correlated datasets. However, their deployment is hindered by computational costs and limited guidelines on how to apply GPs beyond simple…
Finding optimal parameter configurations for tunable GPU kernels is a non-trivial exercise for large search spaces, even when automated. This poses an optimization task on a non-convex search space, using an expensive to evaluate function…
In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…
Gaussian Process (GP) models are widely utilized as surrogate models in scientific and engineering fields. However, standard GP models are limited to continuous variables due to the difficulties in establishing correlation structures for…
Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…