Related papers: Infinite Neural Operators: Gaussian processes on f…
In probabilstic supervised learning of an input-output relationship - as a sample function of a Gaussian Process (GP) - priors are typically specified for the hyperparameters of the kernel that parametrises the covariance function of the…
Deep Gaussian Processes (DGPs) combine the expressiveness of Deep Neural Networks (DNNs) with quantified uncertainty of Gaussian Processes (GPs). Expressive power and intractable inference both result from the non-Gaussian distribution over…
Neural operators aim to approximate the solution operator of a system of differential equations purely from data. They have shown immense success in modeling complex dynamical systems across various domains. However, the occurrence of…
The combination of inducing point methods with stochastic variational inference has enabled approximate Gaussian Process (GP) inference on large datasets. Unfortunately, the resulting predictive distributions often exhibit substantially…
The analysis of complex computer simulations, often involving functional data, presents unique statistical challenges. Conventional regression methods, such as function-on-function regression, typically associate functional outcomes with…
Fourier neural operators (FNOs) are a recently introduced neural network architecture for learning solution operators of partial differential equations (PDEs), which have been shown to perform significantly better than comparable deep…
The analogy between Gaussian processes (GPs) and deep artificial neural networks (ANNs) has received a lot of interest, and has shown promise to unbox the blackbox of deep ANNs. Existing theoretical works put strict assumptions on the ANN…
Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…
This article studies the infinite-width limit of deep feedforward neural networks whose weights are dependent, and modelled via a mixture of Gaussian distributions. Each hidden node of the network is assigned a nonnegative random variable…
Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables…
Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…
Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited 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…
Recent work has argued that neural networks can be understood theoretically by taking the number of channels to infinity, at which point the outputs become Gaussian process (GP) distributed. However, we note that infinite Bayesian neural…
Gaussian Processes (GP) are widely used for probabilistic modeling and inference for nonparametric regression. However, their computational complexity scales cubicly with the sample size rendering them unfeasible for large data sets. To…
Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…
We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…
Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…
We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix…
Neural Processes (NPs) are a family of conditional generative models that are able to model a distribution over functions, in a way that allows them to perform predictions at test time conditioned on a number of context points. A recent…