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Vecchia's approximate likelihood for Gaussian process parameters depends on how the observations are ordered, which can be viewed as a deficiency because the exact likelihood is permutation-invariant. This article takes the alternative…

统计计算 · 统计学 2018-02-20 Joseph Guinness

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

Many scientific phenomena are studied using computer experiments consisting of multiple runs of a computer model while varying the input settings. Gaussian processes (GPs) are a popular tool for the analysis of computer experiments,…

统计方法学 · 统计学 2021-07-21 Matthias Katzfuss , Joseph Guinness , Earl Lawrence

Statistical modeling for massive spatial data sets has generated a substantial literature on scalable spatial processes based upon Vecchia's approximation. Vecchia's approximation for Gaussian process models enables fast evaluation of the…

统计理论 · 数学 2023-01-12 Lu Zhang , Wenpin Tang , Sudipto Banerjee

Gaussian Processes (GPs) are vital for modeling and predicting irregularly-spaced, large geospatial datasets. However, their computations often pose significant challenges in large-scale applications. One popular method to approximate GPs…

统计计算 · 统计学 2025-01-24 Qilong Pan , Sameh Abdulah , Marc G. Genton , Ying Sun

Gaussian processes (GPs) are highly flexible function estimators used for geospatial analysis, nonparametric regression, and machine learning, but they are computationally infeasible for large datasets. Vecchia approximations of GPs have…

统计方法学 · 统计学 2020-12-22 Matthias Katzfuss , Joseph Guinness , Wenlong Gong , Daniel Zilber

Gaussian processes are widely used as priors for unknown functions in statistics and machine learning. To achieve computationally feasible inference for large datasets, a popular approach is the Vecchia approximation, which is an ordered…

统计计算 · 统计学 2023-04-11 Myeongjong Kang , Matthias Katzfuss

Max-stable processes are the most popular models for high-impact spatial extreme events, as they arise as the only possible limits of spatially-indexed block maxima. However, likelihood inference for such models suffers severely from the…

统计方法学 · 统计学 2022-03-14 Raphaël Huser , Michael L. Stein , Peng Zhong

Bayesian optimization is a technique for optimizing black-box target functions. At the core of Bayesian optimization is a surrogate model that predicts the output of the target function at previously unseen inputs to facilitate the…

机器学习 · 计算机科学 2022-03-04 Felix Jimenez , Matthias Katzfuss

Gaussian processes (GPs) are flexible, probabilistic, nonparametric models widely used in fields such as spatial statistics and machine learning. A drawback of Gaussian processes is their computational cost, with $O(N^3)$ time and $O(N^2)$…

统计计算 · 统计学 2026-05-20 Filippo Rambelli , Fabio Sigrist

This study addresses the critical challenge of modeling and mapping urban air quality to ascertain pollutant concentrations in unmonitored locations. The advent of low-cost sensors, particularly those deployed in vehicular networks,…

We introduce an approach to quickly and accurately approximate the cumulative distribution function of multivariate Gaussian distributions arising from spatial Gaussian processes. This approximation is trivially parallelizable and simple to…

统计计算 · 统计学 2020-07-31 Mauricio Nascimento , Benjamin A. Shaby

Sensor-based sorting systems enable the physical separation of a material stream into two fractions. The sorting decision is based on the image data evaluation of the sensors used and is carried out using actuators. Various process…

机器学习 · 计算机科学 2025-10-24 Felix Kronenwett , Georg Maier , Thomas Längle

Low-cost air pollution sensors, offering hyper-local characterization of pollutant concentrations, are becoming increasingly prevalent in environmental and public health research. However, low-cost air pollution data can be noisy, biased by…

应用统计 · 统计学 2023-02-21 Claire Heffernan , Roger Peng , Drew R. Gentner , Kirsten Koehler , Abhirup Datta

Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty. In many applications, the number of responses and covariates are both large, and a goal is to select covariates that…

统计方法学 · 统计学 2022-10-12 Jian Cao , Joseph Guinness , Marc G. Genton , Matthias Katzfuss

Gaussian processes (GPs) are commonly used for geospatial analysis, but they suffer from high computational complexity when dealing with massive data. For instance, the log-likelihood function required in estimating the statistical model…

统计计算 · 统计学 2024-04-04 Qilong Pan , Sameh Abdulah , Marc G. Genton , David E. Keyes , Hatem Ltaief , Ying Sun

Gaussian Processes (GPs) are widely used to model dependencies in spatial statistics and machine learning. However, exact inference is computationally intractable for GP regression, with a time complexity of $O(n^3)$. The Vecchia…

统计理论 · 数学 2026-03-12 Botond Szabo , Yichen Zhu

Gaussian process is an indispensable tool in clustering functional data, owing to it's flexibility and inherent uncertainty quantification. However, when the functional data is observed over a large grid (say, of length $p$), Gaussian…

统计计算 · 统计学 2023-09-15 Anirban Chakraborty , Abhisek Chakraborty

Gaussian processes (GPs) are commonly used for prediction and inference for spatial data analyses. However, since estimation and prediction tasks have cubic time and quadratic memory complexity in number of locations, GPs are difficult to…

统计方法学 · 统计学 2024-06-05 Mohamed A. Abba , Brian J. Reich , Reetam Majumder , Brandon Feng

Gaussian processes (GPs) are commonly used as models for functions, time series, and spatial fields, but they are computationally infeasible for large datasets. Focusing on the typical setting of modeling data as a GP plus an additive noise…

统计方法学 · 统计学 2020-12-22 Matthias Katzfuss , Joseph Guinness
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