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Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

统计方法学 · 统计学 2026-03-02 Iskander Azangulov , Andrei Smolensky , Alexander Terenin , Viacheslav Borovitskiy

Gaussian processes (GPs) are very widely used for modeling of unknown functions or surfaces in applications ranging from regression to classification to spatial processes. Although there is an increasingly vast literature on applications,…

统计方法学 · 统计学 2017-06-28 Lizhen Lin , Mu Niu , Pokman Cheung , David Dunson

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

机器学习 · 计算机科学 2013-09-27 James Hensman , Nicolo Fusi , Neil D. Lawrence

Gaussian Processes (GPs) are a class of kernel methods that have shown to be very useful in geoscience applications. They are widely used because they are simple, flexible and provide very accurate estimates for nonlinear problems,…

机器学习 · 统计学 2020-12-10 Juan Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

机器学习 · 计算机科学 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov

This study introduces an innovative Gaussian Process (GP) model utilizing an ensemble kernel that integrates Radial Basis Function (RBF), Rational Quadratic, and Mat\'ern kernels for product sales forecasting. By applying Bayesian…

机器学习 · 计算机科学 2024-06-12 Shahin Mirshekari , Negin Hayeri Motedayen , Mohammad Ensaf

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

机器学习 · 计算机科学 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

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…

机器学习 · 统计学 2020-01-31 Gonzalo Rios

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

统计方法学 · 统计学 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

Accurate time series forecasting is crucial for optimizing resource allocation, industrial production, and urban management, particularly with the growth of cyber-physical and IoT systems. However, limited training sample availability in…

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

机器学习 · 计算机科学 2021-12-16 Yuya Yoshikawa , Tomoharu Iwata

The use of Gaussian processes (GPs) as models for astronomical time series datasets has recently become almost ubiquitous, given their ease of use and flexibility. GPs excel in particular at marginalization over the stellar signal in cases…

太阳与恒星天体物理 · 物理学 2021-09-08 Rodrigo Luger , Daniel Foreman-Mackey , Christina Hedges

We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…

数值分析 · 数学 2025-03-28 P. Michael Kielstra , Michael Lindsey

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

量子物理 · 物理学 2024-02-06 Frederic Rapp , Marco Roth

We present techniques for effective Gaussian process (GP) modelling of multiple short time series. These problems are common when applying GP models independently to each gene in a gene expression time series data set. Such sets typically…

机器学习 · 统计学 2012-10-10 Hande Topa , Antti Honkela

Gaussian Processes (GPs) provide a convenient framework for specifying function-space priors, making them a natural choice for modeling uncertainty. In contrast, Bayesian Neural Networks (BNNs) offer greater scalability and extendability…

机器学习 · 计算机科学 2025-06-12 Marcin Sendera , Amin Sorkhei , Tomasz Kuśmierczyk

Capturing the correlation emerging between constituents of many-body systems accurately is one of the key challenges for the appropriate description of various systems whose properties are underpinned by quantum mechanical fundamentals.…

量子物理 · 物理学 2023-08-17 Yannic Rath

We consider learning on graphs, guided by kernels that encode similarity between vertices. Our focus is on random walk kernels, the analogues of squared exponential kernels in Euclidean spaces. We show that on large, locally treelike,…

机器学习 · 统计学 2013-10-01 Matthew Urry , Peter Sollich

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…

统计理论 · 数学 2022-05-11 Amine Hadji , Tammo Hesselink , Botond Szabó

Kernels representing limiting cases of neural network architectures have recently gained popularity. However, the application and performance of these new kernels compared to existing options, such as the Matern kernel, is not well studied.…

机器学习 · 统计学 2024-10-14 Amanda Muyskens , Benjamin W. Priest , Imene R. Goumiri , Michael D. Schneider