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
Numerically Stable Sparse Gaussian Processes via Minimum Separation using Cover Trees
Alexander Terenin, David R. Burt, Artem Artemev, Seth Flaxman, Mark van der Wilk, Carl Edward Rasmussen, Hong Ge
Monotonicity and Double Descent in Uncertainty Estimation with Gaussian Processes
Liam Hodgkinson, Chris van der Heide, Fred Roosta, Michael W. Mahoney