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Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

机器学习 · 统计学 2017-11-15 Hugh Salimbeni , Marc Deisenroth

Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…

机器学习 · 计算机科学 2021-07-16 Bahram Jafrasteh , Carlos Villacampa-Calvo , Daniel Hernández-Lobato

Solving hydrologic inverse problems usually requires repetitive forward simulations. One approach to mitigate the computational cost is to build a surrogate model, i.e., an approximate mapping from model parameters (input) to observable…

最优化与控制 · 数学 2015-06-17 Jiangjiang Zhang , Weixuan Li

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

机器学习 · 统计学 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

机器学习 · 计算机科学 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

Diffusion models have shown strong performances in solving inverse problems through posterior sampling while they suffer from errors during earlier steps. To mitigate this issue, several Decoupled Posterior Sampling methods have been…

机器学习 · 计算机科学 2025-04-15 Zhi Qi , Shihong Yuan , Yulin Yuan , Linling Kuang , Yoshiyuki Kabashima , Xiangming Meng

Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…

机器学习 · 统计学 2024-09-20 Qiuxian Meng , Yongyou Zhang

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

机器学习 · 统计学 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

机器学习 · 统计学 2024-04-04 Didem Kochan , Xiu Yang

Model Predictive Control (MPC) of an unknown system that is modelled by Gaussian Process (GP) techniques is studied in this paper. Using GP, the variances computed during the modelling and inference processes allow us to take model…

系统与控制 · 计算机科学 2016-12-06 Gang Cao , Edmund M-K Lai , Fakhrul Alam

Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…

Physical systems can often be described via a continuous-time dynamical system. In practice, the true system is often unknown and has to be learned from measurement data. Since data is typically collected in discrete time, e.g. by sensors,…

机器学习 · 计算机科学 2024-01-31 Katharina Ensinger , Nicholas Tagliapietra , Sebastian Ziesche , Sebastian Trimpe

Studies of hadron resonances and their properties are limited by the accuracy and consistency of measured datasets, which can originate from many different experiments. We have used Gaussian Processes (GP) to build interpolated datasets,…

数据分析、统计与概率 · 物理学 2025-05-06 R. F. Ferguson , D. G. Ireland , B. McKinnon

We apply Gaussian process (GP) regression, which provides a powerful non-parametric probabilistic method of relating inputs to outputs, to survival data consisting of time-to-event and covariate measurements. In this context, the covariates…

统计理论 · 数学 2014-09-08 James E. Barrett , Anthony C. C. Coolen

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

机器学习 · 统计学 2021-07-22 Théo Galy-Fajou , Manfred Opper

We introduce a new class of inter-domain variational Gaussian processes (GP) where data is mapped onto the unit hypersphere in order to use spherical harmonic representations. Our inference scheme is comparable to variational Fourier…

机器学习 · 统计学 2020-07-01 Vincent Dutordoir , Nicolas Durrande , James Hensman

In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models,…

机器学习 · 统计学 2018-06-05 Haitao Liu , Jianfei Cai , Yi Wang , Yew-Soon Ong

Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…

机器学习 · 统计学 2022-08-25 Steven Stetzler , Michael Grosskopf , Earl Lawrence

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

机器学习 · 计算机科学 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

机器学习 · 统计学 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet