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A simple and widely adopted approach to extend Gaussian processes (GPs) to multiple outputs is to model each output as a linear combination of a collection of shared, unobserved latent GPs. An issue with this approach is choosing the number…

Machine Learning · Statistics 2019-12-18 Pavel Berkovich , Eric Perim , Wessel Bruinsma

GPTIPS is a free, open source MATLAB based software platform for symbolic data mining (SDM). It uses a multigene variant of the biologically inspired machine learning method of genetic programming (MGGP) as the engine that drives the…

Mathematical Software · Computer Science 2015-05-25 Dominic P. Searson

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Coarse Grid Projection (CGP) methodology is used to accelerate the computations of sets of decoupled nonlinear evolutionary and linear static equations. In CGP, the linear equations are solved on a coarsened mesh compared to the nonlinear…

Computational Physics · Physics 2019-04-30 Ali Kashefi

Bayesian inference often relies on Markov chain Monte Carlo (MCMC) methods, particularly required for non-Gaussian data families. When dealing with complex hierarchical models, the MCMC approach can be computationally demanding in workflows…

Applications · Statistics 2026-03-31 Esmail Abdul Fattah , Elias Krainski , Havard Rue

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

Hypergraph Neural Networks (HGNNs) have recently attracted much attention and exhibited satisfactory performance due to their superiority in high-order correlation modeling. However, it is noticed that the high-order modeling capability of…

Machine Learning · Computer Science 2024-02-20 Yifan Feng , Yihe Luo , Shihui Ying , Yue Gao

Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

Computation · Statistics 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

The absence of formal performance guarantees in machine learning (ML) has limited its adoption for safety-critical power system applications, where confidence and interpretability are as vital as accuracy. In this work, we present a…

Systems and Control · Electrical Eng. & Systems 2025-10-16 Parikshit Pareek , Sidhant Misra , Deepjyoti Deka

Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost for big data. In this paper, we propose a new Bayesian approach, EigenGP, that learns both…

Machine Learning · Computer Science 2015-07-14 Hao Peng , Yuan Qi

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…

Machine Learning · Statistics 2022-02-25 Hugh Dance , Brooks Paige

In this work, we use Deep Gaussian Processes (DGPs) as statistical surrogates for stochastic processes with complex distributions. Conventional inferential methods for DGP models can suffer from high computational complexity as they require…

Machine Learning · Statistics 2023-05-02 Liang Ding , Rui Tuo , Shahin Shahrampour

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Machine Learning · Computer Science 2025-03-04 Sarem Seitz

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Econometrics · Economics 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid

We scrutinize how to accelerate the bottleneck operations of Pythonic coupled cluster implementations performed on a \texttt{NVIDIA} Tesla V100S PCIe 32GB (rev 1a) Graphics Processing Unit (GPU). The \texttt{NVIDIA} Compute Unified Device…

Graph convolutional networks (GCNs) have been introduced to effectively process non-euclidean graph data. However, GCNs incur large amounts of irregularity in computation and memory access, which prevents efficient use of traditional neural…

Machine Learning · Computer Science 2021-11-08 Zhuofu Tao , Chen Wu , Yuan Liang , Lei He

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.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

We propose a representation of Gaussian processes (GPs) based on powers of the integral operator defined by a kernel function, we call these stochastic processes integral Gaussian processes (IGPs). Sample paths from IGPs are functions…

Machine Learning · Statistics 2019-03-08 Zilong Tan , Sayan Mukherjee

Gaussian processes (GPs) are widely used as surrogate models for complicated functions in scientific and engineering applications. In many cases, prior knowledge about the function to be approximated, such as monotonicity, is available and…

Machine Learning · Statistics 2025-07-10 Chao Zhang , Jasper M. Everink , Jakob Sauer Jørgensen

In this paper, we present GATSPI, a novel GPU accelerated logic gate simulator that enables ultra-fast power estimation for industry sized ASIC designs with millions of gates. GATSPI is written in PyTorch with custom CUDA kernels for ease…

Machine Learning · Computer Science 2022-03-14 Yanqing Zhang , Haoxing Ren , Akshay Sridharan , Brucek Khailany