相关论文: Vector-Valued Gaussian Processes and their Kernels…

Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…

We introduce a new class of nonstationary kernels, which we derive as covariance functions of a novel family of stochastic processes we refer to as string Gaussian processes (string GPs). We construct string GPs to allow for multiple types…

Gaussian processes are widely employed as versatile modelling and predictive tools in spatial statistics, functional data analysis, computer modelling and diverse applications of machine learning. They have been widely studied over…

Uncertainty quantification (UQ) over graphs arises in a number of safety-critical applications in network science. The Gaussian process (GP), as a classical Bayesian framework for UQ, has been developed to handle graph-structured data by…

This work aims to prove that the classical Gaussian kernel, when defined on a non-Euclidean symmetric space, is never positive-definite for any choice of parameter. To achieve this goal, the paper develops new geometric and analytical…

Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The…

Modeling videos and image-sets as linear subspaces has proven beneficial for many visual recognition tasks. However, it also incurs challenges arising from the fact that linear subspaces do not obey Euclidean geometry, but lie on a special…

Models like support vector machines or Gaussian process regression often require positive semi-definite kernels. These kernels may be based on distance functions. While definiteness is proven for common distances and kernels, a proof for a…

We consider general Gaussian latent tree models in which the observed variables are not restricted to be leaves of the tree. Extending related recent work, we give a full semi-algebraic description of the set of covariance matrices of any…

Graph convolutional neural networks~(GCNs) have recently demonstrated promising results on graph-based semi-supervised classification, but little work has been done to explore their theoretical properties. Recently, several deep neural…

Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…

In the univariate setting, using the kernel spectral representation is an appealing approach for generating stationary covariance functions. However, performing the same task for multiple-output Gaussian processes is substantially more…

Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator,…

Early approaches to multiple-output Gaussian processes (MOGPs) relied on linear combinations of independent, latent, single-output Gaussian processes (GPs). This resulted in cross-covariance functions with limited parametric interpretation,…

In the context of kernel optimization, we prove a result that yields new factorizations and realizations. Our initial context is that of general positive operator-valued kernels. We further present implications for Hilbert space-valued…

Computer experiments involving both qualitative and quantitative (QQ) factors have attracted increasing attention. Gaussian process (GP) models have proven effective in this context by choosing specialized covariance functions for QQ…

Graph kernels have been successfully applied to many graph classification problems. Typically, a kernel is first designed, and then an SVM classifier is trained based on the features defined implicitly by this kernel. This two-stage…

Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop…

Understanding the impact of data structure on the computational tractability of learning is a key challenge for the theory of neural networks. Many theoretical works do not explicitly model training data, or assume that inputs are drawn…

Gaussian processes (GPs) are the most common formalism for defining probability distributions over spaces of functions. While applications of GPs are myriad, a comprehensive understanding of GP sample paths, i.e. the function spaces over…