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The computational cost of parametric studies currently represents the major limitation to the application of simulation-based engineering techniques in a daily industrial environment. This work presents the first nonintrusive implementation…

Numerical Analysis · Mathematics 2020-02-05 Vasileios Tsiolakis , Matteo Giacomini , Ruben Sevilla , Carsten Othmer , Antonio Huerta

Modern scientific problems are often multi-disciplinary and require integration of computer models from different disciplines, each with distinct functional complexities, programming environments, and computation times. Linked Gaussian…

Machine Learning · Statistics 2023-06-05 Deyu Ming , Daniel Williamson

Deep Gaussian processes (DGPs) provide a Bayesian non-parametric alternative to standard parametric deep learning models. A DGP is formed by stacking multiple GPs resulting in a well-regularized composition of functions. The Bayesian…

Machine Learning · Statistics 2018-06-06 Vinayak Kumar , Vaibhav Singh , P. K. Srijith , Andreas Damianou

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

Machine Learning · Statistics 2025-06-02 Gabriel V Cardoso , Mike Pereira

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Machine Learning · Computer Science 2023-09-06 Zhidi Lin , Juan Maroñas , Ying Li , Feng Yin , Sergios Theodoridis

We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…

Econometrics · Economics 2024-09-11 Niko Hauzenberger , Massimiliano Marcellino , Michael Pfarrhofer , Anna Stelzer

Deep learning techniques for gravitational-wave parameter estimation have emerged as a fast alternative to standard samplers $\unicode{x2013}$ producing results of comparable accuracy. These approaches (e.g., DINGO) enable amortized…

General Relativity and Quantum Cosmology · Physics 2023-05-10 Jonas Wildberger , Maximilian Dax , Stephen R. Green , Jonathan Gair , Michael Pürrer , Jakob H. Macke , Alessandra Buonanno , Bernhard Schölkopf

Coarse grid projection (CGP) multigrid techniques are applicable to sets of equations that include at least one decoupled linear elliptic equation. In CGP, the linear elliptic equation is solved on a coarsened grid compared to the other…

Computational Physics · Physics 2018-12-04 A. Kashefi

In this work, we propose a non-parametric probabilistic load flow (NP-PLF) technique based on the Gaussian Process (GP) learning to understand the power system behavior under uncertainty for better operational decisions. The technique can…

Systems and Control · Electrical Eng. & Systems 2020-03-19 Parikshit Pareek , Chuan Wang , Hung D. Nguyen

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

Machine Learning · Computer Science 2026-01-13 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski

Many crucial tasks of image processing and computer vision are formulated as inverse problems. Thus, it is of great importance to design fast and robust algorithms to solve these problems. In this paper, we focus on generalized projected…

Image and Video Processing · Electrical Eng. & Systems 2025-12-09 Ali Joundi , Yann Traonmilin , Alasdair Newson

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Parikshit Pareek , Hung D. Nguyen

Flow matching is a recent state-of-the-art framework for generative modeling based on ordinary differential equations (ODEs). While closely related to diffusion models, it provides a more general perspective on generative modeling. Although…

Computer Vision and Pattern Recognition · Computer Science 2025-03-12 Jeongsol Kim , Bryan Sangwoo Kim , Jong Chul Ye

In this paper, we propose a Gaussian Process (GP) emulator for the calculation of a) tomographic weak lensing band-power spectra, and b) coefficients of summary data massively compressed with the MOPED algorithm. In the former case…

Cosmology and Nongalactic Astrophysics · Physics 2020-07-29 Arrykrishna Mootoovaloo , Alan F. Heavens , Andrew H. Jaffe , Florent Leclercq

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

When testing data and training data come from different distributions, deep neural networks (DNNs) will face significant safety risks in practical applications. Therefore, out-of-distribution (OOD) detection techniques, which can identify…

Machine Learning · Computer Science 2026-04-01 Cheng Yang , Yu Hao , Qi Zhang , Chuan Shi

Scene Graph Generation (SGG) unifies object localization and visual relationship reasoning by predicting boxes and subject-predicate-object triples. Yet most pipelines treat SGG as a one-shot, deterministic classification problem rather…

Computer Vision and Pattern Recognition · Computer Science 2026-04-22 Xin Hu , Ke Qin , Wen Yin , Yuan-Fang Li , Ming Li , Tao He

Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…

Computation · Statistics 2024-09-19 Juliette Mukangango , Amanda Muyskens , Benjamin W. Priest