Related papers: Fast Gaussian process inference by exact Mat\'ern …
Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…
We present an approximation scheme for support vector machine models that use an RBF kernel. A second-order Maclaurin series approximation is used for exponentials of inner products between support vectors and test instances. The…
Kernel machines often yield superior predictive performance on various tasks; however, they suffer from severe computational challenges. In this paper, we show how to overcome the important challenge of speeding up kernel machines. In…
Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…
Support vector machine (SVM) is a particularly powerful and flexible supervised learning model that analyzes data for both classification and regression, whose usual algorithm complexity scales polynomially with the dimension of data space…
Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…
In this paper, we critically examine the prevalent practice of using additive mixtures of Mat\'ern kernels in single-output Gaussian process (GP) models and explore the properties of multiplicative mixtures of Mat\'ern kernels for…
The Hilbert-space Gaussian Process (HGP) approach offers a hyperparameter-independent basis function approximation for speeding up Gaussian Process (GP) inference by projecting the GP onto M basis functions. These properties result in a…
Generative models which use explicit density modeling (e.g., variational autoencoders, flow-based generative models) involve finding a mapping from a known distribution, e.g. Gaussian, to the unknown input distribution. This often requires…
A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…
The aim of this paper is to develop novel quantum algorithms for Gaussian process quadrature methods. Gaussian process quadratures are numerical integration methods where Gaussian processes are used as functional priors for the integrands…
Many problems arising in applications result in the need to probe a probability distribution for functions. Examples include Bayesian nonparametric statistics and conditioned diffusion processes. Standard MCMC algorithms typically become…
Bayesian optimization relies on iteratively constructing and optimizing an acquisition function. The latter turns out to be a challenging, non-convex optimization problem itself. Despite the relative importance of this step, most algorithms…
Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…
It is well-known that non-linear approximation has an advantage over linear schemes in the sense that it provides comparable approximation rates to those of the linear schemes, but to a larger class of approximands. This was established for…
Gaussian processes (GPs) are flexible models that can capture complex structure in large-scale dataset due to their non-parametric nature. However, the usage of GPs in real-world application is limited due to their high computational cost…
Superpixel segmentation algorithms are to partition an image into perceptually coherence atomic regions by assigning every pixel a superpixel label. Those algorithms have been wildly used as a preprocessing step in computer vision works, as…
We provide a definition and explicit expressions for $n$-body Gaussian Process (GP) kernels which can learn any interatomic interaction occurring in a physical system, up to $n$-body contributions, for any value of $n$. The series is…
In order to cluster or partition data, we often use Expectation-and-Maximization (EM) or Variational approximation with a Gaussian Mixture Model (GMM), which is a parametric probability density function represented as a weighted sum of…
Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…