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We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

We study Spatial Logistic Gaussian Process (SLGP) models for non-parametric estimation of probability density fields using scattered samples of heterogeneous sizes. SLGPs are examined from the perspective of random measures and their…

Statistics Theory · Mathematics 2025-02-20 Athénaïs Gautier , David Ginsbourger

In this study, we introduce a novel analytical Gaussian Process (GP) cosmography methodology, leveraging the differentiable properties of GPs to derive key cosmological quantities analytically. Our approach combines cosmic chronometer (CC)…

Cosmology and Nongalactic Astrophysics · Physics 2024-04-19 Bikash R. Dinda

In learning from demonstrations, it is often desirable to adapt the behavior of the robot as a function of the variability retrieved from human demonstrations and the (un)certainty encoded in different parts of the task. In this paper, we…

Robotics · Computer Science 2019-10-14 Noémie Jaquier , David Ginsbourger , Sylvain Calinon

Additive Gaussian Processes (GPs) are popular approaches for nonparametric feature selection. The common training method for these models is Bayesian Back-fitting. However, the convergence rate of Back-fitting in training additive GPs is…

Machine Learning · Statistics 2024-04-02 Lu Zou , Liang Ding

Skeleton-based action recognition is widely utilized in sensor systems including human-computer interaction and intelligent surveillance. Nevertheless, current sensor devices typically generate sparse skeleton data as discrete coordinates,…

Computer Vision and Pattern Recognition · Computer Science 2026-03-19 Yuhan Chen , Yicui Shi , Guofa Li , Liping Zhang , Jie Li , Jiaxin Gao , Wenbo Chu

Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…

Machine Learning · Computer Science 2020-06-09 Jarred Barber

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

Data-driven constitutive modeling is an emerging field in computational solid mechanics with the prospect of significantly relieving the computational costs of hierarchical computational methods. Traditionally, these surrogates have been…

Computational Engineering, Finance, and Science · Computer Science 2022-04-20 Jan Niklas Fuhg , Nikolaos Bouklas

Efficient Reinforcement Learning usually takes advantage of demonstration or good exploration strategy. By applying posterior sampling in model-free RL under the hypothesis of GP, we propose Gaussian Process Posterior Sampling Reinforcement…

Machine Learning · Computer Science 2018-12-12 Ying Fan , Letian Chen , Yizhou Wang

Let $P$ be a linear differential operator over $\mathcal{D} \subset \mathbb{R}^d$ and $U = (U_x)_{x \in \mathcal{D}}$ a second order stochastic process. In the first part of this article, we prove a new necessary and sufficient condition…

Statistics Theory · Mathematics 2022-02-11 Iain Henderson , Pascal Noble , Olivier Roustant

Model Predictive Control evolved as the state of the art paradigm for safety critical control tasks. Control-as-Inference approaches thereof model the constrained optimization problem as a probabilistic inference problem. The constraints…

Optimization and Control · Mathematics 2025-11-21 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

In this paper, we propose a novel sparse recovery method based on the generalized error function. The penalty function introduced involves both the shape and the scale parameters, making it very flexible. The theoretical analysis results in…

Numerical Analysis · Mathematics 2021-06-04 Zhiyong Zhou

Interpolation of sparse pixel information towards a dense target resolution finds its application across multiple disciplines in computer vision. State-of-the-art interpolation of motion fields applies model-based interpolation that makes…

Computer Vision and Pattern Recognition · Computer Science 2020-11-05 René Schuster , Oliver Wasenmüller , Christian Unger , Didier Stricker

Gaussian processes (GP) are a popular and powerful tool for spatial modelling of data, especially data that quantify environmental processes. However, in stationary form, whether covariance is isotropic or anisotropic, GPs may lack the…

Methodology · Statistics 2023-11-10 Benjamin D. Youngman

This work describes the implementation of a data-driven approach for the reduction of the complexity of parametrical partial differential equations (PDEs) employing Proper Orthogonal Decomposition (POD) and Gaussian Process Regression…

Numerical Analysis · Mathematics 2024-01-22 Giulio Ortali , Nicola Demo , Gianluigi Rozza

Structured sparsity is an important modeling tool that expands the applicability of convex formulations for data analysis, however it also creates significant challenges for efficient algorithm design. In this paper we investigate the…

Optimization and Control · Mathematics 2014-10-20 Yaoliang Yu , Xinhua Zhang , Dale Schuurmans

Gaussian processes (GPs) are flexible distributions over functions that enable high-level assumptions about unknown functions to be encoded in a parsimonious, flexible and general way. Although elegant, the application of GPs is limited by…

Machine Learning · Statistics 2017-10-06 Thang D. Bui , Josiah Yan , Richard E. Turner