相关论文: Gaussian Processes with Spectral Delta kernel for …

Machine-learned potential energy surfaces (PESs) for molecules with more than 10 atoms are typically forced to use lower-level electronic structure methods such as density functional theory and second-order Moller-Plesset perturbation…

We consider a problem of extrapolating the collision properties of a large polyatomic molecule A-H to make predictions of the dynamical properties for another molecule related to A-H by the substitution of the H atom with a small molecular…

Gaussian process (GP) regression is a fundamental tool in Bayesian statistics. It is also known as kriging and is the Bayesian counterpart to the frequentist kernel ridge regression. Most of the theoretical work on GP regression has focused…

Gaussian process regression techniques have been used in fluid mechanics for the reconstruction of flow fields from a reduction-of-dimension perspective. A main ingredient in this setting is the construction of adapted covariance functions,…

We demonstrate accurate data-starved models of molecular properties for interpolation in chemical compound spaces with low-dimensional descriptors. Our starting point is based on three-dimensional, universal, physical descriptors derived…

By adding a non-linear core correction to the well established Dual Space Gaussian type pseudopotentials for the chemical elements up to the third period, we construct improved pseudopotentials for the Perdew Burke Ernzerhof (PBE)…

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

Transition intensities for small molecules such as water and CO$_2$ can now be computed with such high accuracy that they are being used to systematically replace measurements in standard databases. These calculations use high accuracy ab…

Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…

Computational models of complex physical systems often rely on simplifying assumptions which inevitably introduce model error, with consequent predictive errors. Given data on model observables, the estimation of parameterized model-error…

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

We investigate uncertainties in the estimation of the Hubble constant ($H_0$) arising from Gaussian Process (GP) reconstruction, demonstrating that the choice of kernel introduces systematic variations comparable to those arising from…

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

Gaussian processes (GPs) play an essential role in biostatistics, scientific machine learning, and Bayesian optimization for their ability to provide probabilistic predictions and model uncertainty. However, GP inference struggles to scale…

We introduce a new class of inter-domain variational Gaussian processes (GP) where data is mapped onto the unit hypersphere in order to use spherical harmonic representations. Our inference scheme is comparable to variational Fourier…

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…

We construct approximate Fekete point sets for kernel-based interpolation by maximising the determinant of a kernel Gram matrix obtained via truncation of an orthonormal expansion of the kernel. Uniform error estimates are proved for kernel…

Reliable uncertainty quantification for causal effects is crucial in various applications, but remains difficult in nonparametric models, particularly for continuous treatments. We introduce IMPspec, a Gaussian process (GP) framework for…

We propose non-stationary spectral kernels for Gaussian process regression. We propose to model the spectral density of a non-stationary kernel function as a mixture of input-dependent Gaussian process frequency density surfaces. We solve…