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Multi-fidelity modeling and calibration are data fusion tasks that ubiquitously arise in engineering design. In this paper, we introduce a novel approach based on latent-map Gaussian processes (LMGPs) that enables efficient and accurate…

Machine Learning · Statistics 2022-01-17 Nicholas Oune , Jonathan Tammer Eweis-Labolle , Ramin Bostanabad

The periodic Gaussian process (PGP) has been increasingly used to model periodic data due to its high accuracy. Yet, computing the likelihood of PGP has a high computational complexity of $\mathcal{O}\left(n^{3}\right)$ ($n$ is the data…

Methodology · Statistics 2023-02-10 Yongxiang Li , Yuting Pu , Changming Cheng , Qian Xiao

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…

Machine Learning · Statistics 2013-03-26 Andreas C. Damianou , Neil D. Lawrence

We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…

Methodology · Statistics 2020-07-28 Rahi Kalantari , Mingyuan Zhou

Graph signal processing (GSP) has become an important tool in image processing because of its ability to reveal underlying data structures. Many real-life multimedia datasets, however, exhibit heterogeneous structures across frames.…

Signal Processing · Electrical Eng. & Systems 2022-04-20 Songyang Zhang , Qinwen Deng , Zhi Ding

In order to better model high-dimensional sequential data, we propose a collaborative multi-output Gaussian process dynamical system (CGPDS), which is a novel variant of GPDSs. The proposed model assumes that the output on each dimension is…

Machine Learning · Statistics 2019-06-11 Jing Zhao , Jingjing Fei , Shiliang Sun

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

Machine Learning · Statistics 2025-02-11 Zhanfeng Wang , Xinyu Li , Hao Ding , Jian Qing Shi

Most problems within and beyond the scientific domain can be framed into one of the following three levels of complexity of function approximation. Type 1: Approximate an unknown function given input/output data. Type 2: Consider a…

Machine Learning · Computer Science 2025-10-14 Théo Bourdais , Pau Batlle , Xianjin Yang , Ricardo Baptista , Nicolas Rouquette , Houman Owhadi

In recent literature, the Gaussian Graphical model (GGM; Lauritzen, 1996),a network of partial correlation coefficients, has been used to capture potential dynamic relationships between observed variables. The GGM can be estimated using…

Methodology · Statistics 2017-09-25 Sacha Epskamp

In this paper, we propose Continuous Graph Flow, a generative continuous flow based method that aims to model complex distributions of graph-structured data. Once learned, the model can be applied to an arbitrary graph, defining a…

Machine Learning · Computer Science 2019-10-01 Zhiwei Deng , Megha Nawhal , Lili Meng , Greg Mori

Graph Convolutional Networks (GCNs) have recently been shown to be quite successful in modeling graph-structured data. However, the primary focus has been on handling simple undirected graphs. Multi-relational graphs are a more general and…

Machine Learning · Computer Science 2020-01-22 Shikhar Vashishth , Soumya Sanyal , Vikram Nitin , Partha Talukdar

The effective representation, processing, analysis, and visualization of large-scale structured data, especially those related to complex domains such as networks and graphs, are one of the key questions in modern machine learning. Graph…

Machine Learning · Computer Science 2020-12-02 Xiaowen Dong , Dorina Thanou , Laura Toni , Michael Bronstein , Pascal Frossard

Graph learning from data represents a canonical problem that has received substantial attention in the literature. However, insufficient work has been done in incorporating prior structural knowledge onto the learning of underlying…

Machine Learning · Statistics 2019-04-23 Sandeep Kumar , Jiaxi Ying , José Vinícius de M. Cardoso , Daniel Palomar

The Gaussian process (GP) regression can be severely biased when the data are contaminated by outliers. This paper presents a new robust GP regression algorithm that iteratively trims the most extreme data points. While the new algorithm…

Machine Learning · Computer Science 2021-06-15 Zhao-Zhou Li , Lu Li , Zhengyi Shao

We present a novel extension of multi-output Gaussian processes for handling heterogeneous outputs. We assume that each output has its own likelihood function and use a vector-valued Gaussian process prior to jointly model the parameters in…

Machine Learning · Statistics 2019-01-04 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

The graph structure is a commonly used data storage mode, and it turns out that the low-dimensional embedded representation of nodes in the graph is extremely useful in various typical tasks, such as node classification, link prediction ,…

Social and Information Networks · Computer Science 2020-08-03 Xing Li , Wei Wei , Xiangnan Feng , Xue Liu , Zhiming Zheng

Gaussian processes (GPs) are widely used as surrogate models for emulating computer code, which simulate complex physical phenomena. In many problems, additional boundary information (i.e., the behavior of the phenomena along input…

Methodology · Statistics 2019-08-26 Liang Ding , Simon Mak , C. F. Jeff Wu

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

Gaussian Graphical Models provide a convenient framework for representing dependencies between variables. Recently, this tool has received a high interest for the discovery of biological networks. The literature focuses on the case where a…

Methodology · Statistics 2010-05-13 Julien Chiquet , Yves Grandvalet , Christophe Ambroise

Signal processing over single-layer graphs has become a mainstream tool owing to its power in revealing obscure underlying structures within data signals. However, many real-life datasets and systems, {including those in Internet of Things…

Signal Processing · Electrical Eng. & Systems 2022-11-02 Songyang Zhang , Qinwen Deng , Zhi Ding
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