相关论文: MOGPTK: The Multi-Output Gaussian Process Toolkit

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

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…

PoPPy is a Point Process toolbox based on PyTorch, which achieves flexible designing and efficient learning of point process models. It can be used for interpretable sequential data modeling and analysis, e.g., Granger causality analysis of…

Gaussian processes (GPs) are non-parametric, flexible, models that work well in many tasks. Combining GPs with deep learning methods via deep kernel learning (DKL) is especially compelling due to the strong representational power induced by…

We explore how the big-three computing paradigms -- symmetric multi-processor (SMC), graphical processing units (GPUs), and cluster computing -- can together be brought to bare on large-data Gaussian processes (GP) regression problems via a…

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

In this paper, we introduce the Python framework PyMGRIT, which implements the multigrid-reduction-in-time (MGRIT) algorithm for solving the (non-)linear systems arising from the discretization of time-dependent problems. The MGRIT…

Fitting complicated models to large datasets is a bottleneck of many analyses. We present GooFit, a library and tool for constructing arbitrarily-complex probability density functions (PDFs) to be evaluated on nVidia GPUs or on multicore…

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

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…

Multi-output regression problems are commonly encountered in science and engineering. In particular, multi-output Gaussian processes have been emerged as a promising tool for modeling these complex systems since they can exploit the…

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…

Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that…

We tackle the problem of collaborative filtering (CF) with side information, through the lens of Gaussian Process (GP) regression. Driven by the idea of using the kernel to explicitly model user-item similarities, we formulate the GP in a…

A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…

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…

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…

Mesoscopic simulations of hydrocarbon flow in source shales are challenging, in part due to the heterogeneous shale pores with sizes ranging from a few nanometers to a few micrometers. Additionally, the sub-continuum fluid-fluid and…

This paper introduces Sparklen, a statistical learning toolkit for Hawkes processes in Python, designed to bring together efficiency and ease of use. The purpose of this package is to provide the Python community with a complete suite of…