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Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant…

Quantum Physics · Physics 2025-03-25 Junpeng Hu , Jinglai Li , Lei Zhang , Shi Jin

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

Probabilistic models are often used to make predictions in regions of the data space where no observations are available, but it is not always clear whether such predictions are well-informed by previously seen data. In this paper, we…

Machine Learning · Statistics 2026-02-24 Kurt Butler , Guanchao Feng , Tong Chen , Petar Djuric

This work presents a novel method for extracting potential barrier distributions from experimental fusion cross sections. We utilize a simple Gaussian process regression (GPR) framework to model the observed cross sections as a function of…

Nuclear Theory · Physics 2024-06-10 Kyle Godbey

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…

Machine Learning · Computer Science 2024-09-20 Shifan Zhao , Jiaying Lu , Ji Yang , Edmond Chow , Yuanzhe Xi

Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…

Machine Learning · Computer Science 2025-10-15 Ziqi Zhao , Vivek Sarin

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

Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…

Machine Learning · Computer Science 2024-08-29 Harris Papadopoulos

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

Machine Learning · Computer Science 2021-12-16 Yuya Yoshikawa , Tomoharu Iwata

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

Machine Learning · Statistics 2016-05-16 Christopher J. Moore , Alvin J. K. Chua , Christopher P. L. Berry , Jonathan R. Gair

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

Complex computer codes or models can often be run in a hierarchy of different levels of complexity ranging from the very basic to the sophisticated. The top levels in this hierarchy are typically expensive to run, which limits the number of…

Methodology · Statistics 2023-07-19 Louise Kimpton , James Salter , Tim Dodwell , Hossein Mohammadi , Peter Challenor

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.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

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.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian process regression (GPR) is a powerful machine learning method which has recently enjoyed wider use, in particular in physical sciences. In its original formulation, GPR uses a square matrix of covariances among training data and…

Numerical Analysis · Mathematics 2023-09-08 Sergei Manzhos , Manabu Ihara

This paper proposes a distributed Gaussian process regression (GPR) with over-the-air computation, termed AirComp GPR, for communication- and computation-efficient data analysis over wireless networks. GPR is a non-parametric regression…

Signal Processing · Electrical Eng. & Systems 2022-10-07 Koya Sato

Interference prediction and resource allocation are critical challenges in mission-critical applications where stringent latency and reliability constraints must be met. This paper proposes a novel Gaussian process regression (GPR)-based…

Signal Processing · Electrical Eng. & Systems 2025-10-31 Syed Luqman Shah , Nurul Huda Mahmood , Matti Latva-aho

In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…

Computational Finance · Quantitative Finance 2024-04-19 Jirong Zhuang , Deng Ding , Weiguo Lu , Xuan Wu , Gangnan Yuan

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen
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