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Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

统计方法学 · 统计学 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Gaussian processes (GPs) are a mature and widely-used component of the ML toolbox. One of their desirable qualities is automatic hyperparameter selection, which allows for training without user intervention. However, in many realistic…

机器学习 · 计算机科学 2024-02-16 Sebastian W. Ober , Artem Artemev , Marcel Wagenländer , Rudolfs Grobins , Mark van der Wilk

Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…

机器学习 · 统计学 2022-02-25 Hugh Dance , Brooks Paige

Gaussian processes (GPs) are used to make medical and scientific decisions, including in cardiac care and monitoring of atmospheric carbon dioxide levels. Notably, the choice of GP kernel is often somewhat arbitrary. In particular,…

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

Over the past decade, a number of algorithms for full-field elastic strain estimation from neutron and X-ray measurements have been published. Many of the recently published algorithms rely on modelling the unknown strain field as a…

计算物理 · 物理学 2020-07-10 A. W. T. Gregg , J. N. Hendriks , C. M. Wensrich , N. O'Dell

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

计算金融 · 定量金融 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

机器学习 · 统计学 2024-04-04 Didem Kochan , Xiu Yang

Gaussian Process Regression (GPR) is widely used for inferring functions from noisy data. GPR crucially relies on the choice of a kernel, which might be specified in terms of a collection of hyperparameters that must be chosen or learned.…

数值分析 · 数学 2025-06-16 P. Michael Kielstra , Michael Lindsey

We investigate the capabilities and limitations of Gaussian process models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for…

机器学习 · 统计学 2017-03-07 Karl Krauth , Edwin V. Bonilla , Kurt Cutajar , Maurizio Filippone

We present a novel computational approach for extracting weak signals, whose exact location and width may be unknown, from complex background distributions with an arbitrary functional form. We focus on datasets that can be naturally…

高能物理 - 实验 · 物理学 2023-03-22 Abhijith Gandrakota , Amitabh Lath , Alexandre V. Morozov , Sindhu Murthy

Almost all scientific data have uncertainties originating from different sources. Gaussian process regression (GPR) models are a natural way to model data with Gaussian-distributed uncertainties. GPR also has the benefit of reducing I/O…

机器学习 · 统计学 2025-12-16 Haoyu Li , Isaac J Michaud , Ayan Biswas , Han-Wei Shen

Gaussian process regression in its most simplified form assumes normal homoscedastic noise and utilizes analytically tractable mean and covariance functions of predictive posterior distribution using Gaussian conditioning. Its…

应用统计 · 统计学 2023-01-20 Pooja Algikar , Lamine Mili

Studies of hadron resonances and their properties are limited by the accuracy and consistency of measured datasets, which can originate from many different experiments. We have used Gaussian Processes (GP) to build interpolated datasets,…

数据分析、统计与概率 · 物理学 2025-05-06 R. F. Ferguson , D. G. Ireland , B. McKinnon

Kernel-based machine learning approaches are gaining increasing interest for exploring and modeling large dataset in recent years. Gaussian process (GP) is one example of such kernel-based approaches, which can provide very good performance…

机器学习 · 计算机科学 2019-07-09 Yuxin Zhao , Feng Yin , Fredrik Gunnarsson , Fredrik Hultkrantz

Completely automatic and adaptive non-parametric inference is a pie in the sky. The frequentist approach, best exemplified by the kernel estimators, has excellent asymptotic characteristics but it is very sensitive to the choice of…

数据分析、统计与概率 · 物理学 2007-05-23 Carlos C. Rodriguez

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

机器学习 · 计算机科学 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

量子物理 · 物理学 2024-02-06 Frederic Rapp , Marco Roth

In this paper, we study random subsampling of Gaussian process regression, one of the simplest approximation baselines, from a theoretical perspective. Although subsampling discards a large part of training data, we show provable guarantees…

机器学习 · 统计学 2019-01-29 Kohei Hayashi , Masaaki Imaizumi , Yuichi Yoshida

A key challenge in the practical application of Gaussian processes (GPs) is selecting a proper covariance function. The moving average, or process convolutions, construction of GPs allows some additional flexibility, but still requires…

机器学习 · 统计学 2022-10-19 Thomas M. McDonald , Magnus Ross , Michael T. Smith , Mauricio A. Álvarez