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相关论文: Robust Deep Gaussian Processes

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Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

机器学习 · 计算机科学 2026-01-13 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

机器学习 · 统计学 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

系统与控制 · 电气工程与系统科学 2023-11-30 Jilles van Hulst , Roy van Zuijlen , Duarte Antunes , W. P. M. H. , Heemels

Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…

机器学习 · 统计学 2025-09-23 Fernando Llorente , Daniel Waxman , Sanket Jantre , Nathan M. Urban , Susan E. Minkoff

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

机器学习 · 统计学 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Deep Gaussian processes (DGPs) enable expressive hierarchical Bayesian modeling but pose substantial challenges for posterior inference, especially over inducing variables. Denoising diffusion variational inference (DDVI) addresses this by…

机器学习 · 计算机科学 2026-02-13 Jian Xu , Qibin Zhao , John Paisley , Delu Zeng

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

机器学习 · 计算机科学 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

Deep Gaussian processes (DGPs) provide a Bayesian non-parametric alternative to standard parametric deep learning models. A DGP is formed by stacking multiple GPs resulting in a well-regularized composition of functions. The Bayesian…

机器学习 · 统计学 2018-06-06 Vinayak Kumar , Vaibhav Singh , P. K. Srijith , Andreas Damianou

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

机器学习 · 统计学 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

Implicit processes (IPs) are a generalization of Gaussian processes (GPs). IPs may lack a closed-form expression but are easy to sample from. Examples include, among others, Bayesian neural networks or neural samplers. IPs can be used as…

机器学习 · 统计学 2023-02-17 Luis A. Ortega , Simón Rodríguez Santana , Daniel Hernández-Lobato

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…

Reliable uncertainty estimates are crucial in modern machine learning. Deep Gaussian Processes (DGPs) and Deep Sigma Point Processes (DSPPs) extend GPs hierarchically, offering promising methods for uncertainty quantification grounded in…

机器学习 · 统计学 2025-04-25 Matthijs van der Lende , Jeremias Lino Ferrao , Niclas Müller-Hof

This paper introduces deep Gaussian processes (DGPs) for geophysical parameter retrieval. Unlike the standard full GP model, the DGP accounts for complicated (modular, hierarchical) processes, provides an efficient solution that scales well…

Gaussian processes (GPs) can provide a principled approach to uncertainty quantification with easy-to-interpret kernel hyperparameters, such as the lengthscale, which controls the correlation distance of function values. However, selecting…

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

机器学习 · 计算机科学 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

统计计算 · 统计学 2026-03-26 Deyu Ming , Daniel Williamson

Deep Gaussian Processes (DGPs) combine the expressiveness of Deep Neural Networks (DNNs) with quantified uncertainty of Gaussian Processes (GPs). Expressive power and intractable inference both result from the non-Gaussian distribution over…

机器学习 · 计算机科学 2020-02-26 Chi-Ken Lu , Scott Cheng-Hsin Yang , Xiaoran Hao , Patrick Shafto

Deep Gaussian processes (DGPs) upgrade ordinary GPs through functional composition, in which intermediate GP layers warp the original inputs, providing flexibility to model non-stationary dynamics. Two DGP regimes have emerged in recent…

统计计算 · 统计学 2022-08-16 Annie Sauer , Andrew Cooper , Robert B. Gramacy

A computational method based on the non-linear Gaussian process (GP), known as deep Gaussian processes (deep GPs) for uncertainty quantification & propagation in modelling of flow through heterogeneous porous media is presented. The method…

机器学习 · 统计学 2020-11-06 A. Daneshkhah , O. Chatrabgoun , M. Esmaeilbeigi , T. Sedighi , S. Abolfathi

We develop a framework for derivative Gaussian process latent variable models (DGP-LVMs) that can handle multi-dimensional output data using modified derivative covariance functions. The modifications account for complexities in the…

统计方法学 · 统计学 2025-06-10 Soham Mukherjee , Manfred Claassen , Paul-Christian Bürkner