A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
GP-PCA reduces infinite-dimensional GP posteriors to a finite space for meta-learning.
Two algorithms improve GP bandits by selecting priors and minimizing regret.
We introduce a framework for analyzing transductive combination of Gaussian process (GP) experts, where independently trained GP experts are combined in a way that depends on test point location, in order to scale GPs to big data. The framework provides some theoretical justification for the generalized product of GP e…
Efficiently optimize GPs by reusing candidate solutions multiple times.
GP+ is a Python library for Gaussian process learning.
HIP-GP improves GP inference for inter-domain observations with millions of inducing points.
Central to robot exploration and mapping is the task of persistent localization in environmental fields characterized by spatially correlated measurements. This paper presents a Gaussian process localization (GP-Localize) algorithm that, in contrast to existing works, can exploit the spatially correlated field measurem…
This paper improves GP for learning complex data distributions.
Develops SGP-VAE for efficient sparse GP inference in multi-dimensional datasets.
Framework for applying GPs to real-world data with scalability guidelines.
It has long been known that a single-layer fully-connected neural network with an i.i.d. prior over its parameters is equivalent to a Gaussian process (GP), in the limit of infinite network width. This correspondence enables exact Bayesian inference for infinite width neural networks on regression tasks by means of eva…
We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure exploiting algebra. The key idea of our method is to use Tensor Train decomposition fo…
We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth GPs, each defined over an element of a random nested partition. Long-range dependencies are captured by the top-level GP…
The paper defines conditions for Gaussian process sample path regularity.
Extends Gaussian process regression for non-Gaussian data.
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size. This paper presents two parallel GP regression methods that exploit low-rank co…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size. This paper presents two parallel GP regression methods that exploit low-rank co…
A new method for faster prediction in distributed Gaussian processes.
Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a deep random feature (DRF) expansion model, which makes inference tractable by app…
Gaussian process (GP) audio source separation is a time-domain approach that circumvents the inherent phase approximation issue of spectrogram based methods. Furthermore, through its kernel, GPs elegantly incorporate prior knowledge about the sources into the separation model. Despite these compelling advantages, the c…
GP-KAN uses Gaussian Processes in KANs for robust, parameter-efficient non-linear modeling.
This document serves to complement our website which was developed with the aim of exposing the students to Gaussian Processes (GPs). GPs are non-parametric Bayesian regression models that are largely used by statisticians and geospatial data scientists for modeling spatial data. Several open source libraries spanning …
This paper analyzes regret bounds for Gaussian process Thompson sampling.
We introduce a new structured kernel interpolation (SKI) framework, which generalises and unifies inducing point methods for scalable Gaussian processes (GPs). SKI methods produce kernel approximations for fast computations through kernel interpolation. The SKI framework clarifies how the quality of an inducing point a…
In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then governed by another GP. A single layer model is equivalent to a standard GP or the GP …
Gaussian processes (GP) are one of the most successful frameworks to model uncertainty. However, GP optimization (e.g., GP-UCB) suffers from major scalability issues. Experimental time grows linearly with the number of evaluations, unless candidates are selected in batches (e.g., using GP-BUCB) and evaluated in paralle…
IE-GP framework learns sequentially arriving data with adaptive kernels.
This work studies the problem of stochastic dynamic filtering and state propagation with complex beliefs. The main contribution is GP-SUM, a filtering algorithm tailored to dynamic systems and observation models expressed as Gaussian Processes (GP), and to states represented as a weighted sum of Gaussians. The key attr…
Deep neural networks (DNN) and Gaussian processes (GP) are two powerful models with several theoretical connections relating them, but the relationship between their training methods is not well understood. In this paper, we show that certain Gaussian posterior approximations for Bayesian DNNs are equivalent to GP post…
Unified view of GP approximations improves efficiency.
We consider the sequential Bayesian optimization problem with bandit feedback, adopting a formulation that allows for the reward function to vary with time. We model the reward function using a Gaussian process whose evolution obeys a simple Markov model. We introduce two natural extensions of the classical Gaussian pr…
Enforces physical constraints in GP regression models.
Convolutional neural networks (CNNs) are effective at solving difficult problems like visual recognition, speech recognition and natural language processing. However, performance gain comes at the cost of laborious trial-and-error in designing deeper CNN architectures. In this paper, a genetic programming (GP) framewor…
Two methods improve Gaussian process predictive distributions' calibration.
Develops active learning for Jump Gaussian Process models.
Efficiently trains deep Gaussian processes on large datasets.
Improves Gaussian process models for large datasets.
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 way to tackle these problems, by incorporating GPs in sum-product networks (SPNs)…
FastMuyGPs speeds up GP predictions for large datasets.
A new robust GP regression algorithm that trims outliers improves model accuracy.
GP model calibration improves optimization algorithm performance.
This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region. Unlike existing local partitioned GP approaches, we introduce a technique for patc…
A scalable GP model for online uncertainty quantification over graphs.
New method uses trainable activations to make BNNs behave like GPs.
New GP model estimates piecewise continuous functions.
ScaML-GP efficiently learns from few meta-tasks using Gaussian processes.
Improved GP decoder training with SAS approximations.
cvHM framework speeds up GP inference for neural spike train analysis.