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Gaussian process regression (GPR) is a powerful machine learning method which has recently enjoyed wider use, in particular in physical sciences. In its original formulation, GPR uses a square matrix of covariances among training data and…

数值分析 · 数学 2023-09-08 Sergei Manzhos , Manabu Ihara

Many datasets are in the form of tables of binned data. Performing regression on these data usually involves either reading off bin heights, ignoring data from neighbouring bins or interpolating between bins thus over or underestimating the…

机器学习 · 统计学 2019-05-21 Michael Thomas Smith , Mauricio A Alvarez , Neil D Lawrence

This work introduces an empirical quadrature-based hyperreduction procedure and greedy training algorithm to effectively reduce the computational cost of solving convection-dominated problems with limited training. The proposed approach…

数值分析 · 数学 2023-09-14 Marzieh Alireza Mirhoseini , Matthew J. Zahr

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

统计方法学 · 统计学 2017-12-18 Juho Piironen , Aki Vehtari

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

机器学习 · 统计学 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

Identifying a low-dimensional informed parameter subspace offers a viable path to alleviating the dimensionality challenge in the sampled-based solution to large-scale Bayesian inverse problems. This paper introduces a novel gradient-based…

统计计算 · 统计学 2023-03-07 Tiangang Cui , Olivier Zahm

Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the…

统计计算 · 统计学 2024-02-02 Ahmad Farooq , Cristian A. Galvis-Florez , Simo Särkkä

An adaptive approach to using reduced-order models as surrogates in PDE-constrained optimization is introduced that breaks the traditional offline-online framework of model order reduction. A sequence of optimization problems constrained by…

最优化与控制 · 数学 2014-07-30 Matthew J. Zahr , Charbel Farhat

This paper proposes a data-driven state feedback controller that enables reference tracking for nonlinear discrete-time systems. The controller is designed based on the identified inverse model of the system and a given reference model,…

系统与控制 · 电气工程与系统科学 2023-03-20 Hyuntae Kim , Hamin Chang , Hyungbo Shim

Task learning in neural networks typically requires finding a globally optimal minimizer to a loss function objective. Conventional designs of swarm based optimization methods apply a fixed update rule, with possibly an adaptive step-size…

机器学习 · 计算机科学 2022-11-29 Chandrajit Bajaj , Omatharv Bharat Vaidya , Yi Wang

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

Subspace-valued functions arise in a wide range of problems, including parametric reduced order modeling (PROM). In PROM, each parameter point can be associated with a subspace, which is used for Petrov-Galerkin projections of large system…

统计理论 · 数学 2021-07-13 Ruda Zhang , Simon Mak , David Dunson

Learning dynamical models from data is not only fundamental but also holds great promise for advancing principle discovery, time-series prediction, and controller design. Among various approaches, Gaussian Process State-Space Models…

机器学习 · 计算机科学 2025-10-20 Tengjie Zheng , Haipeng Chen , Lin Cheng , Shengping Gong , Xu Huang

One of the major challenges in the Bayesian solution of inverse problems governed by partial differential equations (PDEs) is the computational cost of repeatedly evaluating numerical PDE models, as required by Markov chain Monte Carlo…

统计计算 · 统计学 2016-05-03 Tiangang Cui , Youssef M. Marzouk , Karen E. Willcox

In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising…

偏微分方程分析 · 数学 2023-11-10 Iain Henderson , Pascal Noble , Olivier Roustant

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

This paper presents a method for approximate Gaussian process (GP) regression with tensor networks (TNs). A parametric approximation of a GP uses a linear combination of basis functions, where the accuracy of the approximation depends on…

机器学习 · 统计学 2023-11-01 Clara Menzen , Eva Memmel , Kim Batselier , Manon Kok

In this paper, we apply the practical GADI-HS iteration as a smoother in algebraic multigrid (AMG) method for solving second-order non-selfadjoint elliptic problem. Additionally, we prove the convergence of the derived algorithm and…

数值分析 · 数学 2025-12-08 Juan Zhang , Junyue Luo

This thesis presents recent advances in model order reduction methods with the primary aim to construct online-efficient reduced surrogate models for parameterized multiscale phenomena and accelerate large-scale PDE-constrained parameter…

数值分析 · 数学 2022-11-18 Tim Keil