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Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…
There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…
We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…
This tutorial provides a systematic introduction to Gaussian process learning-based model predictive control (GP-MPC), an advanced approach integrating Gaussian process (GP) with model predictive control (MPC) for enhanced control in…
Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…
Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…
We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…
We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…
Bayesian optimization is an effective technique for black-box optimization, but its applicability is typically limited to low-dimensional and small-budget problems due to the cubic complexity of computing the Gaussian process (GP)…
Gaussian processes (GPs) serve as flexible surrogates for complex surfaces, but buckle under the cubic cost of matrix decompositions with big training data sizes. Geospatial and machine learning communities suggest pseudo-inputs, or…
Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…
Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…
Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…
To scale Gaussian processes (GPs) to large data sets we introduce the robust Bayesian Committee Machine (rBCM), a practical and scalable product-of-experts model for large-scale distributed GP regression. Unlike state-of-the-art sparse GP…
We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…
We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…
For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…
This paper presents a novel extension of multi-task Gaussian Cox processes for modeling multiple heterogeneous correlated tasks jointly, e.g., classification and regression, via multi-output Gaussian processes (MOGP). A MOGP prior over the…
Convolved Gaussian Process (CGP) is able to capture the correlations not only between inputs and outputs but also among the outputs. This allows a superior performance of using CGP than standard Gaussian Process (GP) in the modelling of…
Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…