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Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

机器学习 · 统计学 2021-11-22 Fergus Simpson , Vidhi Lalchand , Carl Edward Rasmussen

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

机器学习 · 计算机科学 2025-12-05 Junyi Liu , Stanley Kok

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

Gaussian processes (GPs) provide a gold standard for performance in online settings, such as sample-efficient control and black box optimization, where we need to update a posterior distribution as we acquire data in a sequential fashion.…

机器学习 · 统计学 2021-03-03 Samuel Stanton , Wesley J. Maddox , Ian Delbridge , Andrew Gordon Wilson

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

统计计算 · 统计学 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

机器学习 · 统计学 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

机器学习 · 统计学 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…

机器学习 · 统计学 2024-10-02 Marcus M. Noack , Hengrui Luo , Mark D. Risser

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

统计方法学 · 统计学 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

统计计算 · 统计学 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…

机器学习 · 计算机科学 2025-01-08 Sebastian Ament , Elizabeth Santorella , David Eriksson , Ben Letham , Maximilian Balandat , Eytan Bakshy

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…

机器学习 · 计算机科学 2024-10-10 Jinwen Xu , Qin Lu , Georgios B. Giannakis

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

Gaussian process regression is a classical kernel method for function estimation and data interpolation. In large data applications, computational costs can be reduced using low-rank or sparse approximations of the kernel. This paper…

数值分析 · 数学 2024-10-04 Daniel Sanz-Alonso , Ruiyi Yang

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…

机器学习 · 统计学 2018-03-21 Gonzalo Rios , Felipe Tobar

A method to perform unfolding with Gaussian processes (GPs) is presented. Using Bayesian regression, we define an estimator for the underlying truth distribution as the mode of the posterior. We show that in the case where the bin contents…

数据分析、统计与概率 · 物理学 2018-11-07 Adam Bozson , Glen Cowan , Francesco Spanò

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

机器学习 · 统计学 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon