Related papers: Multi-Output Robust and Conjugate Gaussian Process…
We propose automated augmented conjugate inference, a new inference method for non-conjugate Gaussian processes (GP) models. Our method automatically constructs an auxiliary variable augmentation that renders the GP model conditionally…
Gaussian Processes (GPs) are flexible, nonparametric Bayesian models widely used for regression and classification because of their ability to capture complex data patterns and quantify predictive uncertainty. However, the O(n^3)…
For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…
Recent advances in the field of meta-learning have tackled domains consisting of large numbers of small ("few-shot") supervised learning tasks. Meta-learning algorithms must be able to rapidly adapt to any individual few-shot task, fitting…
Sparse identification of differential equations aims to compute the analytic expressions from the observed data explicitly. However, there exist two primary challenges. Firstly, it exhibits sensitivity to the noise in the observed data,…
We consider chance constrained optimization where it is sought to optimize a function while complying with constraints, both of which are affected by uncertainties. The high computational cost of realistic simulations strongly limits the…
Joint modelling of longitudinal and time-to-event data is usually described by a joint model which uses shared or correlated latent effects to capture associations between the two processes. Under this framework, the joint distribution of…
This paper describes and illustrates functionality of the spNNGP R package. The package provides a suite of spatial regression models for Gaussian and non-Gaussian point-referenced outcomes that are spatially indexed. The package implements…
This paper introduces an innovative approach to enhance distributed cooperative learning using Gaussian process (GP) regression in multi-agent systems (MASs). The key contribution of this work is the development of an elective learning…
The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…
A novel multi-task Gaussian process (GP) framework is proposed, by using a common mean process for sharing information across tasks. In particular, we investigate the problem of time series forecasting, with the objective to improve…
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,…
Do expert-defined or diagnostically-labeled data groups align with clusters inferred through statistical modeling? If not, where do discrepancies between predefined labels and model-based groupings occur and why? In this work, we introduce…
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…
This paper presents a computationally efficient multi-object tracking approach that can minimise track breaks (e.g., in challenging environments and against agile targets), learn the measurement model parameters on-line (e.g., in…
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…
A simple and widely adopted approach to extend Gaussian processes (GPs) to multiple outputs is to model each output as a linear combination of a collection of shared, unobserved latent GPs. An issue with this approach is choosing the number…
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…
In this work we evaluate multi-output (MO) Gaussian Process (GP) models based on the linear model of coregionalization (LMC) for estimation of biophysical parameter variables under a gap filling setup. In particular, we focus on LAI and…
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…