中文
相关论文

相关论文: Monte Carlo Implementation of Gaussian Process Mod…

200 篇论文

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

机器学习 · 统计学 2014-04-08 Maurizio Filippone , Mark Girolami

Gaussian process regression is a popular method for non-parametric probabilistic modeling of functions. The Gaussian process prior is characterized by so-called hyperparameters, which often have a large influence on the posterior model and…

机器学习 · 统计学 2016-11-18 Andreas Svensson , Johan Dahlin , Thomas B. Schön

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

系统与控制 · 电气工程与系统科学 2021-02-11 Thomas Beckers

In this paper, we introduce the notion of Gaussian processes indexed by probability density functions for extending the Mat\'ern family of covariance functions. We use some tools from information geometry to improve the efficiency and the…

统计方法学 · 统计学 2020-11-09 A. Fradi , Y. Feunteun , C. Samir , M. Baklouti , F. Bachoc , J-M. Loubes

Gaussian process is a very promising novel technology that has been applied to both the regression problem and the classification problem. While for the regression problem it yields simple exact solutions, this is not the case for the…

机器学习 · 统计学 2013-10-18 Amir F. Atiya , Hatem A. Fayed , Ahmed H. Abdel-Gawad

Gaussian processes are the gold standard for many real-world modeling problems, especially in cases where a model's success hinges upon its ability to faithfully represent predictive uncertainty. These problems typically exist as parts of…

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

机器学习 · 统计学 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of deterministic vector-valued inputs and the corresponding…

系统与控制 · 计算机科学 2018-09-26 Maxim Dolgov , Uwe D. Hanebeck

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

机器学习 · 计算机科学 2021-10-29 John Mcleod , Fergus Simpson

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

机器学习 · 计算机科学 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

统计方法学 · 统计学 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

统计方法学 · 统计学 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

As Gaussian processes are used to answer increasingly complex questions, analytic solutions become scarcer and scarcer. Monte Carlo methods act as a convenient bridge for connecting intractable mathematical expressions with actionable…

Gaussian process is one of the most popular non-parametric Bayesian methodologies for modeling the regression problem. It is completely determined by its mean and covariance functions. And its linear property makes it relatively…

机器学习 · 统计学 2020-06-16 Wenqi Fang , Huiyun Li , Hui Huang , Shaobo Dang , Zhejun Huang , Zheng Wang

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

机器学习 · 统计学 2022-04-29 Alexander Terenin

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

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

量子物理 · 物理学 2024-02-06 Frederic Rapp , Marco Roth

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution…

统计计算 · 统计学 2009-12-25 Ryan Prescott Adams , Iain Murray , David J. C. MacKay

Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…

机器学习 · 统计学 2022-06-20 Simon Pfingstl , Markus Zimmermann

We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…

机器学习 · 统计学 2018-07-23 Martin Tegner , Benjamin Bloem-Reddy , Stephen Roberts
‹ 上一页 1 2 3 10 下一页 ›