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This article presents a novel approach to construct Intrinsic Gaussian Processes for regression on unknown manifolds with probabilistic metrics (GPUM) in point clouds. In many real world applications, one often encounters high dimensional…

Machine Learning · Statistics 2023-01-18 Mu Niu , Zhenwen Dai , Pokman Cheung , Yizhu Wang

Posterior computation for high-dimensional data with many parameters can be challenging. This article focuses on a new method for approximating posterior distributions of a low- to moderate-dimensional parameter in the presence of a…

Computation · Statistics 2022-04-08 Willem van den Boom , Galen Reeves , David B. Dunson

This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…

Machine Learning · Computer Science 2021-11-19 Rui Meng , Herbie Lee , Kristofer Bouchard

Deep Gaussian Processes (DGPs) were proposed as an expressive Bayesian model capable of a mathematically grounded estimation of uncertainty. The expressivity of DPGs results from not only the compositional character but the distribution…

Machine Learning · Computer Science 2021-11-23 Chi-Ken Lu , Patrick Shafto

The characterization of the distance from equilibrium is a debated problem in particular in the treatment of experimental signals. If the signal is a 1-dimensional time-series, such a goal becomes challenging. A paradigmatic example is the…

Statistical Mechanics · Physics 2023-08-24 Dario Lucente , Massimiliano Viale , Andrea Gnoli , Andrea Puglisi , Angelo Vulpiani

Advances in leveraging Gaussian processes (GP) have enabled learning and inferring dynamic grid behavior from scarce PMU measurements. However, real measurements can be corrupted by various random and targeted threats, leading to inaccurate…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Tina Gao , Shimiao Li , Lawrence Pileggi

We formulate a reduced-order strategy for efficiently forecasting complex high-dimensional dynamical systems entirely based on data streams. The first step of our method involves reconstructing the dynamics in a reduced-order subspace of…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Zhong Yi Wan , Themistoklis P. Sapsis

Non-Gaussian impulsive noise (IN) with memory exists in many practical applications. When it is mixed with white Gaussian noise (WGN), the resultant mixed noise will be bursty. The performance of communication systems will degrade…

Signal Processing · Electrical Eng. & Systems 2024-02-12 Tianfu Qi , Jun Wang

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

Machine Learning · Computer Science 2015-11-06 Andrew Gordon Wilson , Christoph Dann , Hannes Nickisch

The rapid growth of earth observation systems calls for a scalable approach to interpolate remote-sensing observations. These methods in principle, should acquire more information about the observed field as data grows. Gaussian processes…

Machine Learning · Computer Science 2024-12-17 Weibin Chen , Azhir Mahmood , Michel Tsamados , So Takao

This paper presents a decentralized Gaussian Process (GP) learning, fusion, and planning (RESIN) formalism for mobile sensor networks to actively learn target motion models. RESIN is characterized by both computational and communication…

Systems and Control · Electrical Eng. & Systems 2020-09-15 Chang Liu , Zhihao Liao , Silvia Ferrari

In sensing applications, sensors cannot always measure the latent quantity of interest at the required resolution, sometimes they can only acquire a blurred version of it due the sensor's transfer function. To recover latent signals when…

Machine Learning · Statistics 2017-07-20 Felipe Tobar , Gonzalo Rios , Tomás Valdivia , Pablo Guerrero

Aggregate data often appear in various fields such as socio-economics and public security. The aggregate data are associated not with points but with supports (e.g., spatial regions in a city). Since the supports may have various…

We study how the posterior contraction rate under a Gaussian process (GP) prior depends on the intrinsic dimension of the predictors and the smoothness of the regression function. An open question is whether a generic GP prior that does not…

Statistics Theory · Mathematics 2025-06-26 Tao Tang , Nan Wu , Xiuyuan Cheng , David Dunson

Few-shot segmentation is a challenging dense prediction task, which entails segmenting a novel query image given only a small annotated support set. The key problem is thus to design a method that aggregates detailed information from the…

Computer Vision and Pattern Recognition · Computer Science 2022-09-01 Joakim Johnander , Johan Edstedt , Michael Felsberg , Fahad Shahbaz Khan , Martin Danelljan

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

Sparse variational Gaussian process (GP) approximations based on inducing points have become the de facto standard for scaling GPs to large datasets, owing to their theoretical elegance, computational efficiency, and ease of implementation.…

Machine Learning · Statistics 2025-02-14 Thang D. Bui , Matthew Ashman , Richard E. Turner

This paper investigates a recursive formulation of auto-regressive multi-fidelity Gaussian process regression in the challenging setting of noisy and non-nested high- and low-fidelity data. We propose a decoupled optimization strategy based…

Applications · Statistics 2026-05-21 Nils Baillie , Baptiste Kerleguer , Cyril Feau , Josselin Garnier

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons
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