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Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…
Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…
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…
Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Over the past decade, a number of algorithms for full-field elastic strain estimation from neutron and X-ray measurements have been published. Many of the recently published algorithms rely on modelling the unknown strain field as a…
Recently, there has been a growing interest in mixed-categorical metamodels based on Gaussian Process (GP) for Bayesian optimization. In this context, different approaches can be used to build the mixed-categorical GP. Many of these…
A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…
Exact Gaussian Process (GP) regression has O(N^3) runtime for data size N, making it intractable for large N. Many algorithms for improving GP scaling approximate the covariance with lower rank matrices. Other work has exploited structure…
Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…
Gaussian Processes (GPs) are widely used for regression and system identification due to their flexibility and ability to quantify uncertainty. However, their computational complexity limits their applicability to small datasets. Moreover…
We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…
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…
In their standard form Gaussian processes (GPs) provide a powerful non-parametric framework for regression and classificaton tasks. Their one limiting property is their $\mathcal{O}(N^{3})$ scaling where $N$ is the number of training data…
Hyper-parameter optimization remains as the core issue of Gaussian process (GP) for machine learning nowadays. The benchmark method using maximum likelihood (ML) estimation and gradient descent (GD) is impractical for processing big data…
Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…
High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…
Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…
Modern day engineering problems are ubiquitously characterized by sophisticated computer codes that map parameters or inputs to an underlying physical process. In other situations, experimental setups are used to model the physical process…