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Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists. This is because the vast majority of…

Machine Learning · Computer Science 2025-12-09 Marcus M. Noack , Mark D. Risser , Hengrui Luo , Vardaan Tekriwal , Ronald J. Pandolfi

The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing reliable uncertainty…

Machine Learning · Statistics 2024-09-18 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

This paper examines experimental design procedures used to develop surrogates of computational models, exploring the interplay between experimental designs and approximation algorithms. We focus on two widely used approximation approaches,…

Numerical Analysis · Computer Science 2016-05-02 Alex A. Gorodetsky , Youssef M. Marzouk

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

This paper presents a method for approximate Gaussian process (GP) regression with tensor networks (TNs). A parametric approximation of a GP uses a linear combination of basis functions, where the accuracy of the approximation depends on…

Machine Learning · Statistics 2023-11-01 Clara Menzen , Eva Memmel , Kim Batselier , Manon Kok

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

Numerical Analysis · Mathematics 2022-01-05 Vahid Keshavarzzadeh , Shandian Zhe , Robert M. Kirby , Akil Narayan

Deep neural networks (DNN) and Gaussian processes (GP) are two powerful models with several theoretical connections relating them, but the relationship between their training methods is not well understood. In this paper, we show that…

Machine Learning · Statistics 2020-07-21 Mohammad Emtiyaz Khan , Alexander Immer , Ehsan Abedi , Maciej Korzepa

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

We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

Machine Learning · Computer Science 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov

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…

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Computation · Statistics 2018-03-15 Hongqiao Wang , Jinglai Li

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…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ…

Machine Learning · Statistics 2023-12-19 Akhil Vakayil , Roshan Joseph

Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…

Machine Learning · Computer Science 2025-02-25 Lulu Kang , Minshen Xu

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

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

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

A key challenge in the practical application of Gaussian processes (GPs) is selecting a proper covariance function. The moving average, or process convolutions, construction of GPs allows some additional flexibility, but still requires…

Machine Learning · Statistics 2022-10-19 Thomas M. McDonald , Magnus Ross , Michael T. Smith , Mauricio A. Álvarez