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Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide…

机器学习 · 计算机科学 2021-02-25 Anh Tong , Toan Tran , Hung Bui , Jaesik Choi

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,…

机器学习 · 统计学 2011-03-22 Nicolas Durrande , David Ginsbourger , Olivier Roustant

This paper presents an analysis of properties of two hybrid discretization methods for Gaussian derivatives, based on convolutions with either the normalized sampled Gaussian kernel or the integrated Gaussian kernel followed by central…

数值分析 · 数学 2025-01-31 Tony Lindeberg

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 an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…

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

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

数据分析、统计与概率 · 物理学 2019-09-10 Christopher G. Albert

We propose Guided Speculative Inference (GSI), a novel algorithm for efficient reward-guided decoding in large language models. GSI combines soft best-of-$n$ test-time scaling with a reward model $r(x,y)$ and speculative samples from a…

机器学习 · 计算机科学 2026-04-28 Jonathan Geuter , Youssef Mroueh , David Alvarez-Melis

Deep Gaussian processes (DGPs) upgrade ordinary GPs through functional composition, in which intermediate GP layers warp the original inputs, providing flexibility to model non-stationary dynamics. Two DGP regimes have emerged in recent…

统计计算 · 统计学 2022-08-16 Annie Sauer , Andrew Cooper , Robert B. Gramacy

Gaussian processes offer an attractive framework for predictive modeling from longitudinal data, i.e., irregularly sampled, sparse observations from a set of individuals over time. However, such methods have two key shortcomings: (i) They…

机器学习 · 统计学 2020-12-09 Junjie Liang , Yanting Wu , Dongkuan Xu , Vasant Honavar

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

机器学习 · 计算机科学 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…

机器学习 · 计算机科学 2024-03-12 Kaiwen Wu , Jonathan Wenger , Haydn Jones , Geoff Pleiss , Jacob R. Gardner

In this paper, we develop an adaptive multiresolution discontinuous Galerkin (DG) scheme for scalar hyperbolic conservation laws in multidimensions. Compared with previous work for linear hyperbolic equations \cite{guo2016transport,…

数值分析 · 数学 2020-02-25 Juntao Huang , Yingda Cheng

Gaussian process (GP) regression is a fundamental tool in Bayesian statistics. It is also known as kriging and is the Bayesian counterpart to the frequentist kernel ridge regression. Most of the theoretical work on GP regression has focused…

We present a framework for transfer learning based on modular variational Gaussian processes (GP). We develop a module-based method that having a dictionary of well fitted GPs, one could build ensemble GP models without revisiting any data.…

机器学习 · 统计学 2021-10-27 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

A continuing challenge for machine learning is providing methods to perform computation on data while ensuring the data remains private. In this paper we build on the provable privacy guarantees of differential privacy which has been…

机器学习 · 计算机科学 2019-09-23 Michael Thomas Smith , Mauricio A. Alvarez , Neil D. Lawrence

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

机器学习 · 计算机科学 2021-11-12 Antti Honkela , Laila Melkas

Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…

机器学习 · 统计学 2025-08-25 Hao Chen , Lili Zheng , Raed Al Kontar , Garvesh Raskutti

We present GP-4DGS, a novel framework that integrates Gaussian Processes (GPs) into 4D Gaussian Splatting (4DGS) for principled probabilistic modeling of dynamic scenes. While existing 4DGS methods focus on deterministic reconstruction,…

计算机视觉与模式识别 · 计算机科学 2026-04-06 Mijeong Kim , Jungtaek Kim , Bohyung Han

Neural-net-induced Gaussian process (NNGP) regression inherits both the high expressivity of deep neural networks (deep NNs) as well as the uncertainty quantification property of Gaussian processes (GPs). We generalize the current NNGP to…

机器学习 · 计算机科学 2019-03-27 Guofei Pang , Liu Yang , George Em Karniadakis

Monitoring daily weather fields is critical for climate science, agriculture, and environmental planning, yet fully probabilistic spatio-temporal models become computationally prohibitive at continental scale. We present a case study on…

应用统计 · 统计学 2026-02-12 Tim Gyger , Reinhard Furrer , Fabio Sigrist