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Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Saurabh Deshpande , Hussein Rappel , Mark Hobbs , Stéphane P. A. Bordas , Jakub Lengiewicz

Studying the impact of systematic effects, optimizing survey strategies, assessing tensions between different probes and exploring synergies of different data sets require a large number of simulated likelihood analyses, each of which cost…

Cosmology and Nongalactic Astrophysics · Physics 2022-12-07 Supranta S. Boruah , Tim Eifler , Vivian Miranda , Sai Krishanth P. M

Interpreting observations of the Lyman-$\alpha$ forest flux power spectrum requires interpolation between a small number of expensive simulations. We present a Gaussian process emulator modelling the 1D flux power spectrum as a function of…

Cosmology and Nongalactic Astrophysics · Physics 2021-05-17 Christian Pedersen , Andreu Font-Ribera , Keir K. Rogers , Patrick McDonald , Hiranya V. Peiris , Andrew Pontzen , Anže Slosar

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

A grand challenge of the 21st century cosmology is to accurately estimate the cosmological parameters of our Universe. A major approach to estimating the cosmological parameters is to use the large-scale matter distribution of the Universe.…

Cosmology and Nongalactic Astrophysics · Physics 2017-11-07 Siamak Ravanbakhsh , Junier Oliva , Sebastien Fromenteau , Layne C. Price , Shirley Ho , Jeff Schneider , Barnabas Poczos

Multifidelity models integrate data from multiple sources to produce a single approximator for the underlying process. Dense low-fidelity samples are used to reduce interpolation error, while sparse high-fidelity samples are used to…

Machine Learning · Statistics 2024-02-27 Viv Bone , Chris van der Heide , Kieran Mackle , Ingo H. J. Jahn , Peter M. Dower , Chris Manzie

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Computation · Statistics 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

Bayesian parameter inference is one of the key elements for model selection in cosmological research. However, the available inference tools require a large number of calls to simulation codes which can lead to high and sometimes even…

Cosmology and Nongalactic Astrophysics · Physics 2024-06-10 Sven Günther

We consider alternate formulations of recently proposed hierarchical Nearest Neighbor Gaussian Process (NNGP) models (Datta et al., 2016a) for improved convergence, faster computing time, and more robust and reproducible Bayesian inference.…

We recently showed that the Dephasing Representation (DR) provides an efficient tool for computing ultrafast electronic spectra and that further acceleration is possible with cellularization [M. \v{S}ulc and J. Van\'i\v{c}ek, Mol. Phys.…

Chemical Physics · Physics 2015-06-16 Miroslav Šulc , Henar Hernández , Todd J. Martínez , Jiří Vaníček

In image reconstruction, an accurate quantification of uncertainty is of great importance for informed decision making. Here, the Bayesian approach to inverse problems can be used: the image is represented through a random function that…

Numerical Analysis · Mathematics 2025-04-24 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

We introduce Deep Sigma Point Processes, a class of parametric models inspired by the compositional structure of Deep Gaussian Processes (DGPs). Deep Sigma Point Processes (DSPPs) retain many of the attractive features of (variational)…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

We present a Gaussian-process (GP) emulator for the monopole of the redshift-space halo power spectrum in $\Lambda$CDM cosmologies with massive neutrinos. The emulator is trained on 1000 COLA simulations distributed in a Latin-hypercube…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-07 Jixin Gan , Yonghao Feng , Gong-Bo Zhao

Simulation of materials at the atomistic level is an important tool in studying microscopic structure and processes. The atomic interactions necessary for the simulation are correctly described by Quantum Mechanics. However, the…

Materials Science · Physics 2015-03-13 Albert P. Bartók

We study the predictions for the matter redshift-space power spectrum and correlation function of a Lagrangian-space Gaussian ansatz introduced in a previous work. This model is a natural extension of the Zeldovich approximation, where the…

Cosmology and Nongalactic Astrophysics · Physics 2020-09-09 Patrick Valageas , Takahiro Nishimichi

Recently, a novel linear model predictive control algorithm based on a physics-informed Gaussian Process has been introduced, whose realizations strictly follow a system of underlying linear ordinary differential equations with constant…

Optimization and Control · Mathematics 2025-05-01 Adrian Lepp , Jörn Tebbe , Andreas Besginow

Mathematical models of biological systems are beginning to be used for safety-critical applications, where large numbers of repeated model evaluations are required to perform uncertainty quantification and sensitivity analysis. Most of…

Computation · Statistics 2018-05-28 Sanmitra Ghosh , David J. Gavaghan , Gary R. Mirams

Objective: Gaussian Processes (GP)-based filters, which have been effectively used for various applications including electrocardiogram (ECG) filtering can be computationally demanding and the choice of their hyperparameters is typically ad…

Signal Processing · Electrical Eng. & Systems 2024-01-10 Mircea Dumitru , Qiao Li , Erick Andres Perez Alday , Ali Bahrami Rad , Gari D. Clifford , Reza Sameni

Cosmological surveys aim at answering fundamental questions about our Universe, including the nature of dark matter or the reason of unexpected accelerated expansion of the Universe. In order to answer these questions, two important…

Cosmology and Nongalactic Astrophysics · Physics 2019-04-02 Xinyue Zhang , Yanfang Wang , Wei Zhang , Yueqiu Sun , Siyu He , Gabriella Contardo , Francisco Villaescusa-Navarro , Shirley Ho

The linear matter power spectrum is an essential ingredient in all theoretical models for interpreting large-scale-structure observables. Although Boltzmann codes such as CLASS or CAMB are very efficient at computing the linear spectrum,…

Cosmology and Nongalactic Astrophysics · Physics 2022-06-20 Giovanni Aricò , Raul E. Angulo , Matteo Zennaro