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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

The in vitro transcription (IVT) process is a critical step in RNA production. To ensure the efficiency of RNA manufacturing, it is essential to optimize and identify its key influencing factors. In this study, multiple Gaussian Process…

Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and…

机器学习 · 统计学 2019-01-31 Yichi Zhang , Siyu Tao , Wei Chen , Daniel W. Apley

Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

统计计算 · 统计学 2026-05-29 Samanyu Arora , Christopher J. Geoga

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…

机器学习 · 统计学 2023-05-02 Liang Ding , Rui Tuo , Shahin Shahrampour

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

机器学习 · 计算机科学 2021-12-16 Yuya Yoshikawa , Tomoharu Iwata

Transformers have increasingly become the de facto method to model sequential data with state-of-the-art performance. Due to its widespread use, being able to estimate and calibrate its modeling uncertainty is important to understand and…

机器学习 · 计算机科学 2025-03-03 Long Minh Bui , Tho Tran Huu , Duy Dinh , Tan Minh Nguyen , Trong Nghia Hoang

Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…

机器学习 · 计算机科学 2026-03-12 Vardaan Tekriwal , Mark D. Risser , Hengrui Luo , Marcus M. Noack

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

This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…

系统与控制 · 电气工程与系统科学 2020-01-08 Mohammadreza Rostam , Ryozo Nagamune , Vladimir Grebenyuk

The non-storability of electricity makes it unique among commodity assets, and it is an important driver of its price behaviour in secondary financial markets. The instantaneous and continuous matching of power supply with demand is a key…

风险管理 · 定量金融 2019-04-04 Daniel Poh , Stephen Roberts , Martin Tegnér

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

机器学习 · 计算机科学 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Gaussian process are a widely-used statistical tool for conducting non-parametric inference in applied sciences, with many computational packages available to fit to data and predict future observations. We study the use of the Greta…

统计计算 · 统计学 2025-03-31 Eva Gunn , Nikhil Sengupta , Ben Swallow

Boltzmann generators approach the sampling problem in many-body physics by combining a normalizing flow and a statistical reweighting method to generate samples in thermodynamic equilibrium. The equilibrium distribution is usually defined…

统计力学 · 物理学 2022-09-07 Manuel Dibak , Leon Klein , Andreas Krämer , Frank Noé

Data compression is a critical technology for large-scale plasma simulations. Storing complete particle information requires Terabyte-scale data storage, and analysis requires ad-hoc scalable post-processing tools. We propose a…

计算工程、金融与科学 · 计算机科学 2025-04-24 Andong Hu , Luca Pennati , Ivy Peng , Stefano Markidis

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…

机器学习 · 统计学 2019-03-01 Andrés F. López-Lopera , ST John , Nicolas Durrande

Due to the evolving nature of power grids and model uncertainty, the online stability assessment of electrical power systems is always a challenging problem. This paper aims to provide a theoretical framework for estimating the region of…

系统与控制 · 电气工程与系统科学 2019-11-26 Chao Zhai

This work proposes a nonparametric method to compare the underlying mean functions given two noisy datasets. The motivation for the work stems from an application of comparing wind turbine power curves. Comparing wind turbine data presents…

统计方法学 · 统计学 2022-04-05 Abhinav Prakash , Rui Tuo , Yu Ding

Aggregate data often appear in various fields such as socio-economics and public security. The aggregate data are associated not with points but with supports (e.g., spatial regions in a city). Since the supports may have various…