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This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…

机器学习 · 统计学 2017-11-09 James Hensman , Nicolas Durrande , Arno Solin

Gaussian Processes (GPs) are flexible, nonparametric Bayesian models widely used for regression and classification because of their ability to capture complex data patterns and quantify predictive uncertainty. However, the O(n^3)…

机器学习 · 计算机科学 2026-01-14 Hua Huang , Tianshi Xu , Yuanzhe Xi , Edmond Chow

For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…

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…

机器学习 · 统计学 2019-03-08 Zilong Tan , Sayan Mukherjee

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…

计算金融 · 定量金融 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Gaussian process (GP) is a Bayesian model which provides several advantages for regression tasks in machine learning such as reliable quantitation of uncertainty and improved interpretability. Their adoption has been precluded by their…

机器学习 · 计算机科学 2023-06-26 Jonathan Parkinson , Wei Wang

We introduce a novel kernel that models input-dependent couplings across multiple latent processes. The pairwise joint kernel measures covariance along inputs and across different latent signals in a mutually-dependent fashion. A latent…

机器学习 · 统计学 2017-10-04 Sami Remes , Markus Heinonen , Samuel Kaski

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

Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the positive intensity function. This commonly yields solutions…

机器学习 · 统计学 2019-03-01 Andrés F. López-Lopera , ST John , Nicolas Durrande

Multi-output Gaussian process regression has become an important tool in uncertainty quantification, for building emulators of computationally expensive simulators, and other areas such as multi-task machine learning. We present a holistic…

统计方法学 · 统计学 2025-02-17 Daria Semochkina , Samuel E. Jackson , David C. Woods

We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates…

机器学习 · 统计学 2011-10-21 Andrew Gordon Wilson , David A. Knowles , Zoubin Ghahramani

Accurate learning of system dynamics is becoming increasingly crucial for advanced control and decision-making in engineering. However, real-world systems often exhibit multiple channels and highly nonlinear transition dynamics, challenging…

机器学习 · 统计学 2025-10-20 Tengjie Zheng , Jilan Mei , Di Wu , Lin Cheng , Shengping Gong

This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…

机器学习 · 计算机科学 2023-05-25 Ke Wan , Alain Kornhauser

A network of independently trained Gaussian processes (StackedGP) is introduced to obtain predictions of quantities of interest with quantified uncertainties. The main applications of the StackedGP framework are to integrate different…

机器学习 · 计算机科学 2017-06-20 Kareem Abdelfatah , Junshu Bao , Gabriel Terejanu

This paper addresses the challenge of reconstructing full-field structural mode shapes from sparse sensor data. While Gaussian Process Regression (GPR) offers a robust non-parametric framework for spatial interpolation and uncertainty…

数值分析 · 数学 2026-05-25 Farid Ghahari

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

机器学习 · 计算机科学 2017-10-06 Maruan Al-Shedivat , Andrew Gordon Wilson , Yunus Saatchi , Zhiting Hu , Eric P. Xing

Gaussian processes (GPs) are the most common formalism for defining probability distributions over spaces of functions. While applications of GPs are myriad, a comprehensive understanding of GP sample paths, i.e. the function spaces over…

机器学习 · 计算机科学 2026-01-06 Nathaël Da Costa , Marvin Pförtner , Lancelot Da Costa , Philipp Hennig

This work addresses a key limitation in current federated learning approaches, which predominantly focus on homogeneous tasks, neglecting the task diversity on local devices. We propose a principled integration of multi-task learning using…

机器学习 · 计算机科学 2024-12-30 Junliang Lyu , Yixuan Zhang , Xiaoling Lu , Feng Zhou

We show that the output of a (residual) convolutional neural network (CNN) with an appropriate prior over the weights and biases is a Gaussian process (GP) in the limit of infinitely many convolutional filters, extending similar results for…

机器学习 · 统计学 2019-05-07 Adrià Garriga-Alonso , Carl Edward Rasmussen , Laurence Aitchison

Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…

机器学习 · 统计学 2014-01-03 Andrew Gordon Wilson , Ryan Prescott Adams