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Gaussian Processes (GP) are widely used for probabilistic modeling and inference for nonparametric regression. However, their computational complexity scales cubicly with the sample size rendering them unfeasible for large data sets. To…

Statistics Theory · Mathematics 2022-05-11 Amine Hadji , Tammo Hesselink , Botond Szabó

In a high-dimensional regression framework, we study consequences of the naive two-step procedure where first the dimension of the input variables is reduced and second, the reduced input variables are used to predict the output variable…

Machine Learning · Statistics 2023-11-28 Stephan Eckstein , Armin Iske , Mathias Trabs

Bayesian inference and Gaussian processes are widely used in applications ranging from robotics and control to biological systems. Many of these applications are safety-critical and require a characterization of the uncertainty associated…

Machine Learning · Computer Science 2018-10-26 Luca Cardelli , Marta Kwiatkowska , Luca Laurenti , Andrea Patane

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

Machine Learning · Computer Science 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

Machine Learning · Statistics 2020-01-31 Gonzalo Rios

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

Gaussian processes scale prohibitively with the size of the dataset. In response, many approximation methods have been developed, which inevitably introduce approximation error. This additional source of uncertainty, due to limited…

Machine Learning · Computer Science 2023-10-11 Jonathan Wenger , Geoff Pleiss , Marvin Pförtner , Philipp Hennig , John P. Cunningham

Optimizing wheat variety selection for high performance in different environmental conditions is critical for reliable food production and stable incomes for growers. We employ a statistical machine learning framework utilizing Gaussian…

Gaussian Process Regression is a popular nonparametric regression method based on Bayesian principles that provides uncertainty estimates for its predictions. However, these estimates are of a Bayesian nature, whereas for some important…

Machine Learning · Computer Science 2023-08-09 Christian Fiedler , Carsten W. Scherer , Sebastian Trimpe

Understanding which concepts models can and cannot represent has been fundamental to many tasks: from effective and responsible use of models to detecting out of distribution data. We introduce Gaussian process probes (GPP), a unified and…

Machine Learning · Computer Science 2023-11-07 Zi Wang , Alexander Ku , Jason Baldridge , Thomas L. Griffiths , Been Kim

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

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 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

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Gaussian processes (GPs) offer a flexible class of priors for nonparametric Bayesian regression, but popular GP posterior inference methods are typically prohibitively slow or lack desirable finite-data guarantees on quality. We develop an…

Machine Learning · Statistics 2019-03-28 Jonathan H. Huggins , Trevor Campbell , Mikołaj Kasprzak , Tamara Broderick

Gaussian Process (GP) models are widely utilized as surrogate models in scientific and engineering fields. However, standard GP models are limited to continuous variables due to the difficulties in establishing correlation structures for…

Machine Learning · Statistics 2025-03-05 Mingyu Pu , Songhao Wang , Haowei Wang , Szu Hui Ng

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…

Machine Learning · Computer Science 2024-07-03 Daniel Iong , Matthew McAnear , Yuezhou Qu , Shasha Zou , Gabor Toth , Yang Chen

Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables…

Machine Learning · Statistics 2019-05-15 Hugh Salimbeni , Vincent Dutordoir , James Hensman , Marc Peter Deisenroth