相关论文: Derivation of Output Correlation Inferences for Mu…

This thesis focuses on Bayesian optimization with the improvements coming from two aspects:(i) the use of derivative information to accelerate the optimization convergence; and (ii) the consideration of scalable GPs for handling massive…

We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…

Multifidelity models integrate data from multiple sources to produce a single approximator for the underlying process. Dense low-fidelity samples are used to reduce interpolation error, while sparse high-fidelity samples are used to…

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Gaussian Process based Bayesian Optimization is a widely applied algorithm to learn and optimize under uncertainty, well-known for its sample efficiency. However, recently -- and more frequently -- research studies have empirically…

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Multi-output Gaussian process (MGP) has been attracting increasing attention as a transfer learning method to model multiple outputs. Despite its high flexibility and generality, MGP still faces two critical challenges when applied to…

This paper addresses the problem of active learning of a multi-output Gaussian process (MOGP) model representing multiple types of coexisting correlated environmental phenomena. In contrast to existing works, our active learning problem…

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…

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…

Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for…

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

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…

Gaussian process is a very promising novel technology that has been applied to both the regression problem and the classification problem. While for the regression problem it yields simple exact solutions, this is not the case for the…

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference…

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…

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…