相关论文: Deep Gaussian Process-Based Bayesian Inference for…

Deep Gaussian Processes (DGPs) were proposed as an expressive Bayesian model capable of a mathematically grounded estimation of uncertainty. The expressivity of DPGs results from not only the compositional character but the distribution…

Optimal design facilitates intelligent data collection. In this paper, we introduce a fully Bayesian design approach for spatial processes with complex covariance structures, like those typically exhibited in natural ecosystems. Coordinate…

It is desirable to combine the expressive power of deep learning with Gaussian Process (GP) in one expressive Bayesian learning model. Deep kernel learning showed success in adopting a deep network for feature extraction followed by a GP…

With advances in scientific computing and mathematical modeling, complex scientific phenomena such as galaxy formations and rocket propulsion can now be reliably simulated. Such simulations can however be very time-intensive, requiring…

Quantifying uncertainties in physical or engineering systems often requires a large number of simulations of the underlying computer models that are computationally intensive. Emulators or surrogate models are often used to accelerate the…

Gaussian Process bandit optimization has emerged as a powerful tool for optimizing noisy black box functions. One example in machine learning is hyper-parameter optimization where each evaluation of the target function requires training a…

This work presents a multiscale model reduction approach to discontinuous fields identification problems in the framework of Bayesian inference. An ensemble-based variable separation (VS) method is proposed to approximate multiscale basis…

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

This paper aims to propose a novel deep learning-integrated framework for deriving reliable simulation input models through incorporating multi-source information. The framework sources and extracts multisource data generated from…

One obstacle to the use of Gaussian processes (GPs) in large-scale problems, and as a component in deep learning system, is the need for bespoke derivations and implementations for small variations in the model or inference. In order to…

Identifying the active factors that have significant impacts on the output of the complex system is an important but challenging variable selection problem in computer experiments. In this paper, a Bayesian hierarchical Gaussian process…

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…

A distributed detection scheme where the sensors transmit with constant modulus signals over a Gaussian multiple access channel is considered. The deflection coefficient of the proposed scheme is shown to depend on the characteristic…

Driven by the critical needs of biomanufacturing 4.0, we introduce a probabilistic knowledge graph hybrid model characterizing the risk- and science-based understanding of bioprocess mechanisms. It can faithfully capture the important…

Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric…

This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to…

In this article, an overview of Bayesian methods for sequential simulation from posterior distributions of nonlinear and non-Gaussian dynamic systems is presented. The focus is mainly laid on sequential Monte Carlo methods, which are based…