Variational Fourier features for Gaussian processes

J Hensman, N Durrande, A Solin - Journal of Machine Learning Research, 2018‏ - jmlr.org
This work brings together two powerful concepts in Gaussian processes: the variational
approach to sparse approximation and the spectral representation of Gaussian processes …

A Gaussian process latent force model for joint input-state estimation in linear structural systems

R Nayek, S Chakraborty, S Narasimhan - Mechanical Systems and Signal …, 2019‏ - Elsevier
The problem of combined state and input estimation of linear structural systems based on
measured responses and a priori knowledge of structural model is considered. A novel …

Random feature expansions for deep Gaussian processes

K Cutajar, EV Bonilla, P Michiardi… - … on Machine Learning, 2017‏ - proceedings.mlr.press
The composition of multiple Gaussian Processes as a Deep Gaussian Process DGP
enables a deep probabilistic nonparametric approach to flexibly tackle complex machine …

Bayesian kernelized matrix factorization for spatiotemporal traffic data imputation and kriging

M Lei, A Labbe, Y Wu, L Sun - IEEE Transactions on Intelligent …, 2022‏ - ieeexplore.ieee.org
Missingness and corruption are common problems for real-world traffic data. How to
accurately perform imputation and prediction based on incomplete or even sparse traffic …

MCMC for variationally sparse Gaussian processes

J Hensman, AG Matthews… - Advances in neural …, 2015‏ - proceedings.neurips.cc
Gaussian process (GP) models form a core part of probabilistic machine learning.
Considerable research effort has been made into attacking three issues with GP models …

Preconditioning kernel matrices

K Cutajar, M Osborne, J Cunningham… - … on machine learning, 2016‏ - proceedings.mlr.press
The computational and storage complexity of kernel machines presents the primary barrier
to their scaling to large, modern, datasets. A common way to tackle the scalability issue is to …

Kernelized Bayesian matrix factorization

M Gönen, S Khan, S Kaski - International conference on …, 2013‏ - proceedings.mlr.press
We extend kernelized matrix factorization with a fully Bayesian treatment and with an ability
to work with multiple side information sources expressed as different kernels. Kernel …

Extraction of contact-point response in indirect bridge health monitoring using an input estimation approach

R Nayek, S Narasimhan - Journal of Civil Structural Health Monitoring, 2020‏ - Springer
Identification of bridge dynamic properties from moving vehicle responses presents several
practical benefits. However, a problem that arises when working with vehicle responses for …

A statistical review of Template Model Builder: a flexible tool for spatial modelling

A Osgood‐Zimmerman… - International Statistical …, 2023‏ - Wiley Online Library
The integrated nested Laplace approximation (INLA) is a well‐known and popular technique
for spatial modelling with a user‐friendly interface in the R‐INLA package. Unfortunately …

Gaussianprocesses. jl: A nonparametric bayes package for the julia language

J Fairbrother, C Nemeth, M Rischard, J Brea… - Journal of Statistical …, 2022‏ - jstatsoft.org
Gaussian processes are a class of flexible nonparametric Bayesian tools that are widely
used across the sciences, and in industry, to model complex data sources. Key to applying …