中文
相关论文

相关论文: BdryGP: a new Gaussian process model for incorpora…

200 篇论文

Gaussian processes (GPs) furnish accurate nonlinear predictions with well-calibrated uncertainty. However, the typical GP setup has a built-in stationarity assumption, making it ill-suited for modeling data from processes with sudden…

统计方法学 · 统计学 2025-11-21 Anna R. Flowers , Christopher T. Franck , Mickaël Binois , Chiwoo Park , Robert B. Gramacy

Standard GPs offer a flexible modelling tool for well-behaved processes. However, deviations from Gaussianity are expected to appear in real world datasets, with structural outliers and shocks routinely observed. In these cases GPs can fail…

机器学习 · 统计学 2022-09-08 Yaman Kındap , Simon Godsill

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

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…

机器学习 · 统计学 2018-03-21 Gonzalo Rios , Felipe Tobar

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

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

量子物理 · 物理学 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

In many areas of the observational and experimental sciences data is scarce. Data observation in high-energy astrophysics is disrupted by celestial occlusions and limited telescope time while data derived from laboratory experiments in…

机器学习 · 统计学 2023-03-28 Ryan-Rhys Griffiths

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 non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

机器学习 · 计算机科学 2021-11-12 Antti Honkela , Laila Melkas

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 process (GP) surrogate modeling for large computer experiments is limited by cubic runtimes, especially with data from stochastic simulations with input-dependent noise. A popular workaround to reduce computational complexity…

统计方法学 · 统计学 2022-06-01 D Austin Cole , Robert B Gramacy , Mike Ludkovski

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

统计方法学 · 统计学 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…

机器学习 · 统计学 2022-04-07 Jiahao Zhang , Shiqi Zhang , Guang Lin

The Gaussian process (GP) regression can be severely biased when the data are contaminated by outliers. This paper presents a new robust GP regression algorithm that iteratively trims the most extreme data points. While the new algorithm…

机器学习 · 计算机科学 2021-06-15 Zhao-Zhou Li , Lu Li , Zhengyi Shao

Despite the success of classical traffic flow (e.g., second-order macroscopic) models and data-driven (e.g., Machine Learning - ML) approaches in traffic state estimation, those approaches either require great efforts for parameter…

机器学习 · 统计学 2022-03-22 Yun Yuan , Zhao Zhang , Xianfeng Terry Yang

High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…

计算物理 · 物理学 2021-07-14 Adi Hanuka , X. Huang , J. Shtalenkova , D. Kennedy , A. Edelen , V. R. Lalchand , D. Ratner , J. Duris

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

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

统计理论 · 数学 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

Obstacle-aware trajectory navigation is crucial for many systems. For example, in real-world navigation tasks, an agent must avoid obstacles, such as furniture in a room, while planning a trajectory. Gaussian Process (GP) regression, in its…

机器学习 · 计算机科学 2024-12-10 Gaurav Shrivastava

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