中文
相关论文

相关论文: Generative Bayesian Computation as a Scalable Alte…

200 篇论文

Many real-world optimization problems involve an expensive ground-truth oracle (e.g., human evaluation, physical experiments) and a cheap, low-fidelity prediction oracle (e.g., machine learning models, simulations). Meanwhile, abundant…

机器学习 · 计算机科学 2026-02-02 Xin Jennifer Chen , Yunjin Tong

We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…

机器学习 · 统计学 2020-06-05 Trefor W. Evans , Prasanth B. Nair

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

统计计算 · 统计学 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

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…

Bayesian Generative AI (BayesGen-AI) methods are developed and applied to Bayesian computation. BayesGen-AI reconstructs the posterior distribution by directly modeling the parameter of interest as a mapping (a.k.a. deep learner) from a…

统计计算 · 统计学 2024-02-27 Nicholas G. Polson , Vadim Sokolov

Free energy reconstruction methods such as Gaussian Process Regression (GPR) require Jacobians of the collective variables (CVs), a bottleneck that restricts the use of complex or machine-learned CVs. We introduce a neural network surrogate…

机器学习 · 计算机科学 2026-01-26 Wasut Pornpatcharapong

Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models, often called emulators. In many situations, the physical…

概率论 · 数学 2016-06-07 Hassan Maatouk , Xavier Bay

We provide a survey of nonstationary surrogate models which utilize Gaussian processes (GPs) or variations thereof, including nonstationary kernel adaptations, partition and local GPs, and spatial warpings through deep Gaussian processes.…

统计方法学 · 统计学 2024-12-04 Annie S. Booth , Andrew Cooper , Robert B. Gramacy

Gaussian processes (GPs) furnish accurate nonlinear predictions with well-calibrated uncertainty. However, the typical GP setup has a built-in stationarity assumption, making it ill-suited for modeling data from processes with sudden…

统计方法学 · 统计学 2025-11-21 Anna R. Flowers , Christopher T. Franck , Mickaël Binois , Chiwoo Park , Robert B. Gramacy

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…

机器学习 · 计算机科学 2020-06-16 Armin Lederer , Markus Kessler , Sandra Hirche

Gaussian process (GP) models are widely used to analyze spatially referenced data and to predict values at locations without observations. In contrast to many algorithmic procedures, GP models are based on a statistical framework, which…

统计计算 · 统计学 2020-01-01 Florian Gerber , Douglas W. Nychka

This work studies how an AI-controlled dog-fighting agent with tunable decision-making parameters can learn to optimize performance against an intelligent adversary, as measured by a stochastic objective function evaluated on simulated…

机器学习 · 计算机科学 2017-08-01 Brett W. Israelsen , Nisar Ahmed , Kenneth Center , Roderick Green , Winston Bennett

In spite of the diverse literature on nonstationary spatial modeling and approximate Gaussian process (GP) methods, there are no general approaches for conducting fully Bayesian inference for moderately sized nonstationary spatial data sets…

统计计算 · 统计学 2020-07-01 Mark D. Risser , Daniel Turek

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

机器学习 · 统计学 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

The Bayesian transformed Gaussian process (BTG) model, proposed by Kedem and Oliviera, is a fully Bayesian counterpart to the warped Gaussian process (WGP) and marginalizes out a joint prior over input warping and kernel hyperparameters.…

机器学习 · 计算机科学 2022-10-21 Xinran Zhu , Leo Huang , Cameron Ibrahim , Eric Hans Lee , David Bindel

Building surrogate models is one common approach when we attempt to learn unknown black-box functions. Bayesian optimization provides a framework which allows us to build surrogate models based on sequential samples drawn from the function…

机器学习 · 计算机科学 2021-09-17 Hengrui Luo , James W. Demmel , Younghyun Cho , Xiaoye S. Li , Yang Liu

Identifying the boundary beyond which quantum machines provide a computational advantage over their classical counterparts is a crucial step in charting their usefulness. Gaussian Boson Sampling (GBS), in which photons are measured from a…

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

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

计算物理 · 物理学 2025-06-09 Christopher DeGrendele , Dongwook Lee

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

机器学习 · 统计学 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray