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We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Multitask Gaussian processes (MTGP) are the Gaussian process (GP) framework's solution for multioutput regression problems in which the $T$ elements of the regressors cannot be considered conditionally independent given the observations.…

Machine Learning · Computer Science 2022-08-26 Óscar García-Hinde , Vanessa Gómez-Verdejo , Manel Martínez-Ramón

Exact Gaussian Process (GP) regression has O(N^3) runtime for data size N, making it intractable for large N. Many algorithms for improving GP scaling approximate the covariance with lower rank matrices. Other work has exploited structure…

Machine Learning · Statistics 2012-09-24 Elad Gilboa , Yunus Saatçi , John P. Cunningham

We address the problem of merging graph and feature-space information while learning a metric from structured data. Existing algorithms tackle the problem in an asymmetric way, by either extracting vectorized summaries of the graph…

Machine Learning · Computer Science 2020-02-17 Nicolo Colombo

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

We derive a Matern Gaussian process (GP) on the vertices of a hypergraph. This enables estimation of regression models of observed or latent values associated with the vertices, in which the correlation and uncertainty estimates are…

Machine Learning · Statistics 2021-06-04 Thomas Pinder , Kathryn Turnbull , Christopher Nemeth , David Leslie

Topology identification and inference of processes evolving over graphs arise in timely applications involving brain, transportation, financial, power, as well as social and information networks. This chapter provides an overview of graph…

Signal Processing · Electrical Eng. & Systems 2025-12-12 Gonzalo Mateos , Yanning Shen , Georgios B. Giannakis , Ananthram Swami

The availability of satellite optical information is often hampered by the natural presence of clouds, which can be problematic for many applications. Persistent clouds over agricultural fields can mask key stages of crop growth, leading to…

Image and Video Processing · Electrical Eng. & Systems 2020-12-08 Luca Pipia , Jordi Muñoz-Marí , Eatidal Amin , Santiago Belda , Gustau Camps-Valls , Jochem Verrelst

This paper introduces the Gaussian multi-Graphical Model, a model to construct sparse graph representations of matrix- and tensor-variate data. We generalize prior work in this area by simultaneously learning this representation across…

Machine Learning · Statistics 2024-02-28 Bailey Andrew , David Westhead , Luisa Cutillo

Multi-output Gaussian process (MGP) has been attracting increasing attention as a transfer learning method to model multiple outputs. Despite its high flexibility and generality, MGP still faces two critical challenges when applied to…

Machine Learning · Statistics 2024-09-05 Wang Xinming , Wang Chao , Song Xuan , Kirby Levi , Wu Jianguo

The forecasting of multi-variate time processes through graph-based techniques has recently been addressed under the graph signal processing framework. However, problems in the representation and the processing arise when each time series…

Signal Processing · Electrical Eng. & Systems 2020-04-20 Alberto Natali , Elvin Isufi , Geert Leus

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…

Machine Learning · Statistics 2021-09-21 Haitao Liu , Jiaqi Ding , Xinyu Xie , Xiaomo Jiang , Yusong Zhao , Xiaofang Wang

To enable closed form conditioning, a common assumption in Gaussian process (GP) regression is independent and identically distributed Gaussian observation noise. This strong and simplistic assumption is often violated in practice, which…

Machine Learning · Statistics 2024-06-04 Matias Altamirano , François-Xavier Briol , Jeremias Knoblauch

Multi-output Gaussian process (MGP) models have attracted significant attention for their flexibility and uncertainty-quantification capabilities, and have been widely adopted in multi-source transfer learning scenarios due to their ability…

Machine Learning · Computer Science 2025-12-12 Duo Wang , Xinming Wang , Chao Wang , Xiaowei Yue , Jianguo Wu

Graph Generating Dependencies (GGDs) informally express constraints between two (possibly different) graph patterns which enforce relationships on both graph's data (via property value constraints) and its structure (via topological…

Databases · Computer Science 2022-11-02 Larissa C. Shimomura , Nikolay Yakovets , George Fletcher

Anomaly detection in high-dimensional time series data is pivotal for numerous industrial applications. Recent advances in multivariate time series anomaly detection (TSAD) have increasingly leveraged graph structures to model…

Machine Learning · Computer Science 2025-09-23 Jiazhen Chen , Mingbin Feng , Tony S. Wirjanto

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

The value of graph-based big data can be unlocked by exploring the topology and metrics of the networks they represent, and the computational approaches to this exploration take on many forms. The use-case of performing global computations…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-04-13 Miguel E. Coimbra , Alexandre P. Francisco , Luís Veiga

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen
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