相关论文: Likelihood-Free Inference with Deep Gaussian Proce…

While Bayesian inference is the gold standard for uncertainty quantification and propagation, its use within physical chemistry encounters formidable computational barriers. These bottlenecks are magnified for modeling data with many…

This paper proposes novel noise-free Bayesian optimization strategies that rely on a random exploration step to enhance the accuracy of Gaussian process surrogate models. The new algorithms retain the ease of implementation of the classical…

Surrogate models provide a quick-to-evaluate approximation to complex computational models and are essential for multi-query problems like design optimisation. The inputs of current deterministic computational models are usually…

Deep Gaussian processes (DGPs) provide a rich class of models that can better represent functions with varying regimes or sharp changes, compared to conventional GPs. In this work, we propose a novel inference method for DGPs for computer…

Bayesian Optimization is a popular approach for optimizing expensive black-box functions. Its key idea is to use a surrogate model to approximate the objective and, importantly, quantify the associated uncertainty that allows a sequential…

Deep Gaussian processes (DGPs) are increasingly popular as predictive models in machine learning (ML) for their non-stationary flexibility and ability to cope with abrupt regime changes in training data. Here we explore DGPs as surrogates…

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Bayesian optimization (BO) has well-documented merits for optimizing black-box functions with an expensive evaluation cost. Such functions emerge in applications as diverse as hyperparameter tuning, drug discovery, and robotics. BO hinges…

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,…

Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

In this work, we use Deep Gaussian Processes (DGPs) as statistical surrogates for stochastic processes with complex distributions. Conventional inferential methods for DGP models can suffer from high computational complexity as they require…

Markov chain Monte Carlo methods for exponential family models with intractable normalizing constant, such as the exchange algorithm, require simulations of the sufficient statistics at every iteration of the Markov chain, which often…

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…

We present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…

Bayesian Optimization (BO) is a powerful method for optimizing black-box functions by combining prior knowledge with ongoing function evaluations. BO constructs a probabilistic surrogate model of the objective function given the covariates,…

Gaussian processes (GPs) are powerful tools for nonlinear classification in which latent GPs are combined with link functions. But GPs do not scale well to large training data. This is compounded for classification where the latent GPs…

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the…

Bayesian optimization is a highly efficient approach to optimizing objective functions which are expensive to query. These objectives are typically represented by Gaussian process (GP) surrogate models which are easy to optimize and support…