Related papers: Influence of Prior Distributions on Gaussian Proce…

The hyperparameters in Gaussian process regression (GPR) model with a specified kernel are often estimated from the data via the maximum marginal likelihood. Due to the non-convexity of marginal likelihood with respect to the…

This article discusses prior distributions for the parameters of Gaussian processes (GPs) that are widely used as surrogate models to emulate expensive computer simulations. The parameters typically involve mean parameters, a variance…

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,…

Gaussian processes (GP) are powerful tools for probabilistic modeling purposes. They can be used to define prior distributions over latent functions in hierarchical Bayesian models. The prior over functions is defined implicitly by the mean…

Bayesian computational strategies for inference can be inefficient in approximating the posterior distribution in models that exhibit some form of periodicity. This is because the probability mass of the marginal posterior distribution of…

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were…

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

In high-dimensional Bayesian statistics, various methods have been developed, including prior distributions that induce parameter sparsity to handle many parameters. Yet, these approaches often overlook the rich spectral structure of the…

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

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…

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

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…

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

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.…