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Gaussian Processes (GPs) are powerful non-parametric Bayesian models for regression of scalar fields, formulated under the assumption that measurement locations are perfectly known and the corresponding field measurements have Gaussian…

Robotics · Computer Science 2026-01-29 Muzaffar Qureshi , Tochukwu Elijah Ogri , Kyle Volle , Rushikesh Kamalapurkar

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

In this paper, we study extensions to the Gaussian Processes (GPs) continuous occupancy mapping problem. There are two classes of occupancy mapping problems that we particularly investigate. The first problem is related to mapping under…

Robotics · Computer Science 2017-06-05 Maani Ghaffari Jadidi , Jaime Valls Miro , Gamini Dissanayake

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

Uncertainty quantification (UQ) over graphs arises in a number of safety-critical applications in network science. The Gaussian process (GP), as a classical Bayesian framework for UQ, has been developed to handle graph-structured data by…

Machine Learning · Computer Science 2025-10-08 Jinwen Xu , Qin Lu , Georgios B. Giannakis

Reliable spatial uncertainty evaluation of object detection models is of special interest and has been subject of recent work. In this work, we review the existing definitions for uncertainty calibration of probabilistic regression tasks.…

Machine Learning · Computer Science 2022-08-22 Fabian Küppers , Jonas Schneider , Anselm Haselhoff

Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications these models are incomplete, which both reduces the prospects of…

General Relativity and Quantum Cosmology · Physics 2015-06-23 Christopher J. Moore , Jonathan R. Gair

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…

Machine Learning · Computer Science 2021-07-16 Bahram Jafrasteh , Carlos Villacampa-Calvo , Daniel Hernández-Lobato

Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…

Machine Learning · Statistics 2020-01-22 Haitao Liu , Yew-Soon Ong , Jianfei Cai

Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable…

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

Weakly stationary Gaussian processes (GPs) are the principal tool in the statistical approaches to the design and analysis of computer experiments (or Uncertainty Quantification). Such processes are fitted to computer model output using a…

Methodology · Statistics 2019-02-28 Victoria Volodina , Daniel B. Williamson

Gaussian processes are notorious for scaling cubically with the size of the training set, preventing application to very large regression problems. Computation-aware Gaussian processes (CAGPs) tackle this scaling issue by exploiting…

Machine Learning · Statistics 2025-03-24 Disha Hegde , Mohamed Adil , Jon Cockayne

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Machine Learning · Statistics 2017-03-02 Kurt Cutajar , Edwin V. Bonilla , Pietro Michiardi , Maurizio Filippone

Performing gradient descent in a wide neural network is equivalent to computing the posterior mean of a Gaussian Process with the Neural Tangent Kernel (NTK-GP), for a specific prior mean and with zero observation noise. However, existing…

This paper investigates system identification problems with Gaussian inputs and quantized observations under fixed thresholds. By reinterpreting the nonlinear effects induced by quantization as the product of the unknown parameter and an…

Optimization and Control · Mathematics 2025-10-20 Xingrui Liu , Ying Wang , Yanlong Zhao

Wasserstein gradient flow (WGF) is a common method to perform optimization over the space of probability measures. While WGF is guaranteed to converge to a first-order stationary point, for nonconvex functionals the converged solution does…

Optimization and Control · Mathematics 2025-09-23 Naoya Yamamoto , Juno Kim , Taiji Suzuki

The incomplete sampling of data in complex polarization measurements from radio telescopes negatively affects both the rotation measure (RM) transfer function and the Faraday depth spectra derived from these data. Such gaps in polarization…

Instrumentation and Methods for Astrophysics · Physics 2021-02-24 S. W. Ndiritu , A. M. M. Scaife , D. L. Tabb , M. Carcamo , J. Hanson