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In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ…

Machine Learning · Statistics 2023-12-19 Akhil Vakayil , Roshan Joseph

We propose a data-efficient Gaussian process-based Bayesian approach to the semi-supervised learning problem on graphs. The proposed model shows extremely competitive performance when compared to the state-of-the-art graph neural networks…

Machine Learning · Computer Science 2018-10-15 Yin Cheng Ng , Nicolo Colombo , Ricardo Silva

Neural-net-induced Gaussian process (NNGP) regression inherits both the high expressivity of deep neural networks (deep NNs) as well as the uncertainty quantification property of Gaussian processes (GPs). We generalize the current NNGP to…

Machine Learning · Computer Science 2019-03-27 Guofei Pang , Liu Yang , George Em Karniadakis

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can…

The paper considers functional linear regression, where scalar responses $Y_1,\ldots,Y_n$ are modeled in dependence of i.i.d. random functions $X_1,\ldots,X_n$. We study a generalization of the classical functional linear regression model.…

Statistics Theory · Mathematics 2016-01-13 Alois Kneip , Dominik Poß , Pascal Sarda

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

This paper compares the performances of three supervised machine learning algorithms in terms of predictive ability and model interpretation on structured or tabular data. The algorithms considered were scikit-learn implementations of…

Machine Learning · Statistics 2022-05-06 Alice J. Liu , Arpita Mukherjee , Linwei Hu , Jie Chen , Vijayan N. Nair

Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…

Machine Learning · Computer Science 2022-02-08 Hamed Jalali , Gjergji Kasneci

Functional data describe a wide range of processes, such as growth curves and spectral absorption. In this study, we analyze air pollution data from the In-service Aircraft for a Global Observing System, focusing on the spatial interactions…

Methodology · Statistics 2024-11-14 Rita Fici , Gianluca Sottile , Luigi Augugliaro , Ernst-Jan Camiel Wit

Effective forces -- derived from experimental or {\it in silico} molecular dynamics time traces -- are critical in developing reduced and computationally efficient descriptions of otherwise complex dynamical problems. Thus, designing…

Biological Physics · Physics 2019-08-29 J Shepard Bryan , Ioannis Sgouralis , Steve Pressé

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Structured prediction involves learning to predict complex structures rather than simple scalar values. The main challenge arises from the non-Euclidean nature of the output space, which generally requires relaxing the problem formulation.…

Machine Learning · Statistics 2024-11-19 Junjie Yang , Matthieu Labeau , Florence d'Alché-Buc

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

Methodology · Statistics 2026-05-12 Jiuhai Chen , Lulu Kang , Guang Lin

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

We consider the analysis of continuous repeated measurement outcomes that are collected through time, also known as longitudinal data. A standard framework for analysing data of this kind is a linear Gaussian mixed-effects model within…

Methodology · Statistics 2018-04-10 Özgür Asar , David Bolin , Peter J. Diggle , Jonas Wallin

Surrogate modeling based on Gaussian processes (GPs) has received increasing attention in the analysis of complex problems in science and engineering. Despite extensive studies on GP modeling, the developments for functional inputs are…

Methodology · Statistics 2023-01-04 Chih-Li Sung , Wenjia Wang , Fioralba Cakoni , Isaac Harris , Ying Hung

This paper studies the problem of learning the correlation structure of a set of intervention functions defined on the directed acyclic graph (DAG) of a causal model. This is useful when we are interested in jointly learning the causal…

Machine Learning · Statistics 2020-09-29 Virginia Aglietti , Theodoros Damoulas , Mauricio Álvarez , Javier González

Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous…

Machine Learning · Statistics 2017-06-14 Hao Peng , Shandian Zhe , Yuan Qi