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A method to perform unfolding with Gaussian processes (GPs) is presented. Using Bayesian regression, we define an estimator for the underlying truth distribution as the mode of the posterior. We show that in the case where the bin contents…

Data Analysis, Statistics and Probability · Physics 2018-11-07 Adam Bozson , Glen Cowan , Francesco Spanò

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…

Computation · Statistics 2022-04-11 Daniel Sanz-Alonso , Ruiyi Yang

Gaussian Processes (GPs) are widely used to model dependencies in spatial statistics and machine learning. However, exact inference is computationally intractable for GP regression, with a time complexity of $O(n^3)$. The Vecchia…

Statistics Theory · Mathematics 2026-03-12 Botond Szabo , Yichen Zhu

Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…

Machine Learning · Computer Science 2020-06-09 Jarred Barber

Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty. In many applications, the number of responses and covariates are both large, and a goal is to select covariates that…

Methodology · Statistics 2022-10-12 Jian Cao , Joseph Guinness , Marc G. Genton , Matthias Katzfuss

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

In-vitro dissolution testing is a critical component in the quality control of manufactured drug products. The $\mathrm{f}_2$ statistic is the standard for assessing similarity between two dissolution profiles. However, the $\mathrm{f}_2$…

Methodology · Statistics 2024-12-11 Fiona Murphy , Marina Navas Bachiller , Deirdre M. D'Arcy , Alessio Benavoli

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Computation · Statistics 2021-03-08 Karla Monterrubio-Gómez , Sara Wade

Belonging to the family of Bayesian nonparametrics, Gaussian process (GP) based approaches have well-documented merits not only in learning over a rich class of nonlinear functions, but also in quantifying the associated uncertainty.…

Machine Learning · Statistics 2021-10-14 Qin Lu , Georgios V. Karanikolas , Georgios B. Giannakis

Gaussian processes (GPs) are the most common formalism for defining probability distributions over spaces of functions. While applications of GPs are myriad, a comprehensive understanding of GP sample paths, i.e. the function spaces over…

Machine Learning · Computer Science 2026-01-06 Nathaël Da Costa , Marvin Pförtner , Lancelot Da Costa , Philipp Hennig

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

We investigate uncertainties in the estimation of the Hubble constant ($H_0$) arising from Gaussian Process (GP) reconstruction, demonstrating that the choice of kernel introduces systematic variations comparable to those arising from…

Cosmology and Nongalactic Astrophysics · Physics 2025-10-07 Ruchika , Purba Mukherjee , Arianna Favale

Recent cosmological observations have achieved high-precision measurements of the Universe's expansion history, prompting the use of nonparametric methods such as Gaussian processes (GP) regression. We apply GP regression for reconstructing…

Cosmology and Nongalactic Astrophysics · Physics 2025-11-21 Jia-yan Jiang , Kang Jiao , Tong-Jie Zhang

Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…

Statistical Mechanics · Physics 2015-07-08 Kenji Harada

Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…

Machine Learning · Statistics 2022-02-25 Hugh Dance , Brooks Paige

We propose a Standing Wave Decomposition (SWD) approximation to Gaussian Process regression (GP). GP involves a costly matrix inversion operation, which limits applicability to large data analysis. For an input space that can be…

Machine Learning · Statistics 2018-09-19 Chi-Ken Lu , Scott Cheng-Hsin Yang , Patrick Shafto

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok