Related papers: Goal-Oriented Lower-Tail Calibration of Gaussian P…

The search for gamma-ray counterparts to gravitational-wave events with the CALET Gamma-ray Burst Monitor (CGBM) requires accurate and robust background modeling. Previous CALET observing runs (O3 and O4) relied on averaged pre/post-event…

Expected improvement (EI) is one of the most widely used acquisition functions in Bayesian optimization (BO). Despite its proven success in applications for decades, important open questions remain on the theoretical convergence behaviors…

In this work, we study scaling limits of shallow Bayesian neural networks (BNNs) via their connection to Gaussian processes (GPs), with an emphasis on statistical modeling, identifiability, and scalable inference. We first establish a…

Bayesian optimisation (BO) is a powerful framework for global optimisation of costly functions, using predictions from Gaussian process models (GPs). In this work, we apply BO to functions that exhibit invariance to a known group of…

Gaussian process (GP) regression is a Bayesian nonparametric method for regression and interpolation, offering a principled way of quantifying the uncertainties of predicted function values. For the quantified uncertainties to be…

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

We study how the posterior contraction rate under a Gaussian process (GP) prior depends on the intrinsic dimension of the predictors and the smoothness of the regression function. An open question is whether a generic GP prior that does not…

The Bayesian transformed Gaussian process (BTG) model, proposed by Kedem and Oliviera, is a fully Bayesian counterpart to the warped Gaussian process (WGP) and marginalizes out a joint prior over input warping and kernel hyperparameters.…

Bayesian optimization (BO) has been widely used to optimize expensive and black-box functions across various domains. However, existing BO methods have not addressed tensor-output functions. To fill this gap, we propose a novel…

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Bayesian optimal experimental design (BOED) selects experiments to maximize information gain about model parameters. However, in decision-critical settings, reducing parameter uncertainty does not necessarily improve downstream decisions,…

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Bayesian optimization has become a fundamental global optimization algorithm in many problems where sample efficiency is of paramount importance. Recently, there has been proposed a large number of new applications in fields such as…

Preferential Bayesian optimisation (PBO) deals with optimisation problems where the objective function can only be accessed via preference judgments, such as "this is better than that" between two candidate solutions (like in A/B tests or…

Bayesian optimization (BO), which uses a Gaussian process (GP) as a surrogate to model its objective function, is popular for black-box optimization. However, due to the limitations of GPs, BO underperforms in some problems such as those…

Bayesian optimization usually assumes that a Bayesian prior is given. However, the strong theoretical guarantees in Bayesian optimization are often regrettably compromised in practice because of unknown parameters in the prior. In this…

We present a planning framework for minimising the deterministic worst-case error in sparse Gaussian process (GP) regression. We first derive a universal worst-case error bound for sparse GP regression with bounded noise using interpolation…

Approximations are commonly employed in realistic applications of scientific Bayesian inference, often due to convenience if not necessity. In the field of gravitational-wave (GW) data analysis, fast-to-evaluate but approximate waveform…

Gaussian process (GP) bandits provide a powerful framework for performing blackbox optimization of unknown functions. The characteristics of the unknown function depend heavily on the assumed GP prior. Most work in the literature assume…

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…