Related papers: Scalable Gaussian Processes for Integrated and Ove…

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

We use integral field spectroscopy, from the SWIFT and Palm3K instruments, to perform a spatially-resolved spectroscopic analysis of four nearby highly star-forming `green pea' (GP) galaxies, that are likely analogues of star-forming…

Machine learning techniques offer a precious tool box for use within astronomy to solve problems involving so-called big data. They provide a means to make accurate predictions about a particular system without prior knowledge of the…

This thesis is mainly concerned with state-space approaches for solving deep (temporal) Gaussian process (DGP) regression problems. More specifically, we represent DGPs as hierarchically composed systems of stochastic differential equations…

Obtaining accurate estimates of satellite drag coefficients in low Earth orbit is a crucial component in positioning and collision avoidance. Simulators can produce accurate estimates, but their computational expense is much too large for…

The Ising $p$-spin glass and random $k$-SAT are two canonical examples of disordered systems that play a central role in understanding the link between geometric features of optimization landscapes and computational tractability. Both…

We apply Gaussian processes (GP) in order to impose constraints on teleparallel gravity and its $f(T)$ extensions. We use available $H(z)$ observations from (i) cosmic chronometers data (CC); (ii) Supernova Type Ia (SN) data from the…

The Gaussian process state space model (GPSSM) is a non-linear dynamical system, where unknown transition and/or measurement mappings are described by GPs. Most research in GPSSMs has focussed on the state estimation problem, i.e.,…

The expressive power of a Gaussian process (GP) model comes at a cost of poor scalability in the data size. To improve its scalability, this paper presents a low-rank-cum-Markov approximation (LMA) of the GP model that is novel in…

We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…

Thompson Sampling (TS) from Gaussian Process (GP) models is a powerful tool for the optimization of black-box functions. Although TS enjoys strong theoretical guarantees and convincing empirical performance, it incurs a large computational…

Engineering disciplines often rely on extensive simulations to ensure that structures are designed to withstand harsh conditions while avoiding over-engineering for unlikely scenarios. Assessments such as Serviceability Limit State (SLS)…

We introduce a new structured kernel interpolation (SKI) framework, which generalises and unifies inducing point methods for scalable Gaussian processes (GPs). SKI methods produce kernel approximations for fast computations through kernel…

We present an R package bssm for Bayesian non-linear/non-Gaussian state space modelling. Unlike the existing packages, bssm allows for easy-to-use approximate inference based on Gaussian approximations such as the Laplace approximation and…

Kernel design for Multi-output Gaussian Processes (MOGP) has received increased attention recently. In particular, the Multi-Output Spectral Mixture kernel (MOSM) arXiv:1709.01298 approach has been praised as a general model in the sense…

We propose a new approach for the modeling large datasets of nonstationary spatial processes that combines a latent low rank process and a sparse covariance model. The low rank component coefficients are endowed with a flexible graphical…

We introduce the Gaussian process (GP) modelling module developed within the UQLab software framework. The novel design of the GP-module aims at providing seamless integration of GP modelling into any uncertainty quantification workflow, as…

Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…

Current cosmological analyses which use Type Ia supernova (SN Ia) observations combine SN samples to expand the redshift range beyond that of a single sample and increase the overall sample size. The inhomogeneous photometric calibration…

Spin Glasses (SG) are paradigmatic models for physical, computer science, biological and social systems. The problem of studying the dynamics for SG models is NP hard, i.e., no algorithm solves it in polynomial time. Here we implement the…