相关论文: REX-SUB: A Scalable Subsampling Strategy for Model…

We propose a class of subspace ascent methods for computing optimal approximate designs that covers both existing as well as new and more efficient algorithms. Within this class of methods, we construct a simple, randomized exchange…

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…

We propose a few-shot learning method for spatial regression. Although Gaussian processes (GPs) have been successfully used for spatial regression, they require many observations in the target task to achieve a high predictive performance.…

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,…

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Subsampling is a computationally efficient and scalable method to draw inference in large data settings based on a subset of the data rather than needing to consider the whole dataset. When employing subsampling techniques, a crucial…

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

The rapid growth of earth observation systems calls for a scalable approach to interpolate remote-sensing observations. These methods in principle, should acquire more information about the observed field as data grows. Gaussian processes…

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…

Subsampling methods aim to select a subsample as a surrogate for the observed sample. As a powerful technique for large-scale data analysis, various subsampling methods are developed for more effective coefficient estimation and model…

A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…

In today's modern era of Big data, computationally efficient and scalable methods are needed to support timely insights and informed decision making. One such method is sub-sampling, where a subset of the Big data is analysed and used as…

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…

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…

Handling big data has largely been a major bottleneck in traditional statistical models. Consequently, when accurate point prediction is the primary target, machine learning models are often preferred over their statistical counterparts for…

The next generation of Department of Energy supercomputers will be capable of exascale computation. For these machines, far more computation will be possible than that which can be saved to disk. As a result, users will be unable to rely on…

With the rapid advances of data acquisition techniques, spatio-temporal data are becoming increasingly abundant in a diverse array of disciplines. Here we develop spatio-temporal regression methodology for analyzing large amounts of…

Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…