Gaussian Process
Gaussian processes (GPs) are probabilistic models used for function approximation and uncertainty quantification, offering a powerful framework for various applications. Current research focuses on extending GPs' capabilities through novel architectures like deep GPs and hybrid models combining GPs with neural networks or other machine learning techniques, addressing scalability and computational efficiency challenges, particularly in high-dimensional or time-varying settings. These advancements are significantly impacting fields like robotics, control systems, and scientific modeling by providing robust, uncertainty-aware predictions and enabling more reliable decision-making in complex systems. The development of efficient algorithms and theoretical analyses further enhances the practical applicability and trustworthiness of GP-based methods.
Papers
Hierarchical shrinkage Gaussian processes: applications to computer code emulation and dynamical system recovery
Tao Tang, Simon Mak, David Dunson
Learning Choice Functions with Gaussian Processes
Alessio Benavoli, Dario Azzimonti, Dario Piga
Short-term Prediction and Filtering of Solar Power Using State-Space Gaussian Processes
Sean Nassimiha, Peter Dudfield, Jack Kelly, Marc Peter Deisenroth, So Takao
Variational sparse inverse Cholesky approximation for latent Gaussian processes via double Kullback-Leibler minimization
Jian Cao, Myeongjong Kang, Felix Jimenez, Huiyan Sang, Florian Schafer, Matthias Katzfuss
Stationary Kernels and Gaussian Processes on Lie Groups and their Homogeneous Spaces II: non-compact symmetric spaces
Iskander Azangulov, Andrei Smolensky, Alexander Terenin, Viacheslav Borovitskiy