相关论文: A Note on the comparison of Nearest Neighbor Gauss…

Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Gaussian process ($GP$) regression is a widely used non-parametric modeling tool, but its cubic complexity in the training size limits its use on massive data sets. A practical remedy is to predict using only the nearest neighbours of each…

Generative models have achieved remarkable success across a range of applications, yet their evaluation still lacks principled uncertainty quantification. In this paper, we develop a method for comparing how close different generative…

This paper presents the development of a spatial block-Nearest Neighbor Gaussian process (block-NNGP) for location-referenced large spatial data. The key idea behind this approach is to divide the spatial domain into several blocks which…

We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a Gaussian process prior for the function's…

The Kullback-Leibler divergence or relative entropy is an information-theoretic measure between statistical models that play an important role in measuring a distance between random variables. In the study of complex systems, random fields…

The Kullback-Leibler (KL) divergence plays a central role in probabilistic machine learning, where it commonly serves as the canonical loss function. Optimization in such settings is often performed over the probability simplex, where the…

Kullback-Leibler (KL) divergence is one of the most important divergence measures between probability distributions. In this paper, we prove several properties of KL divergence between multivariate Gaussian distributions. First, for any two…

Neural-net-induced Gaussian process (NNGP) regression inherits both the high expressivity of deep neural networks (deep NNs) as well as the uncertainty quantification property of Gaussian processes (GPs). We generalize the current NNGP to…

Gaussian processes are ubiquitous as the primary tool for modeling spatial data. However, the Gaussian process is limited by its $\mathcal{O}(n^3)$ cost, making direct parameter fitting algorithms infeasible for the scale of modern data…

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.…

We consider alternate formulations of recently proposed hierarchical Nearest Neighbor Gaussian Process (NNGP) models (Datta et al., 2016a) for improved convergence, faster computing time, and more robust and reproducible Bayesian inference.…

This paper describes and illustrates functionality of the spNNGP R package. The package provides a suite of spatial regression models for Gaussian and non-Gaussian point-referenced outcomes that are spatially indexed. The package implements…

Variational approximations to Gaussian processes (GPs) typically use a small set of inducing points to form a low-rank approximation to the covariance matrix. In this work, we instead exploit a sparse approximation of the precision matrix.…

In this paper, we discuss a property of the Kullback--Leibler divergence measured between two models of the family of the location-scale distributions. We show that, if model $M_1$ and model $M_2$ are represented by location-scale…

To achieve scalable and accurate inference for latent Gaussian processes, we propose a variational approximation based on a family of Gaussian distributions whose covariance matrices have sparse inverse Cholesky (SIC) factors. We combine…

A Java parallel streams implementation of the $K$-nearest neighbor descent algorithm is presented using a natural statistical termination criterion. Input data consist of a set $S$ of $n$ objects of type V, and a Function<V, Comparator<V>>,…

This paper concerns the approximation of probability measures on $\mathbf{R}^d$ with respect to the Kullback-Leibler divergence. Given an admissible target measure, we show the existence of the best approximation, with respect to this…