A Bayesian Framework for Built-in Input Dimension Reduction for Gaussian Process Modeling
arXiv:2607. 19498v1 Announce Type: cross Abstract: Gaussian process (GP) modeling is widely used in computational science and engineering.
arXiv:2608. 16606v1 Announce Type: new Abstract: Outliers can substantially distort Gaussian process regression (GPR) due to its conventional Gaussian observation likelihood, leading to inaccurate model learning and prediction.
arXiv:2607. 19498v1 Announce Type: cross Abstract: Gaussian process (GP) modeling is widely used in computational science and engineering.
arXiv:2608. 13418v1 Announce Type: cross Abstract: Given a dataset where a portion of the samples are contaminated, our goal is to recover the underlying clean population distribution.
arXiv:2607. 20521v1 Announce Type: new Abstract: The state of a dynamic system evolves over time, switching among several latent modes that govern its observable behavior.
Given a dataset where a portion of the samples are contaminated, our goal is to recover the underlying clean population distribution. To this end, we propose Wasserstein Filtering (WF), a novel sample selection framework that discards a fraction of suspicious samples and estimates the target distribution using the empirical measure of the remaining data.
arXiv:2507. 23615v2 Announce Type: replace-cross Abstract: Data augmentation is becoming increasingly important across various areas of time series analysis, including forecasting, classification, and anomaly detection.
arXiv:2605. 10285v2 Announce Type: replace-cross Abstract: We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels.
arXiv:2608. 13793v1 Announce Type: cross Abstract: Machine learning (ML) has become an indispensable part of modern engineering design workflows.
arXiv:2603. 11756v2 Announce Type: replace Abstract: Deep generative models for anomaly detection in multivariate time-series are typically trained by maximizing observed data likelihood.
arXiv:2606. 06576v1 Announce Type: new Abstract: In the sciences, regression tasks often require predicting high-dimensional outputs from few training examples.
arXiv:2410. 14843v4 Announce Type: replace-cross Abstract: Vanilla variational inference finds an optimal approximation to the Bayesian posterior distribution, but even the exact Bayesian posterior is often not meaningful under model misspecification.
arXiv:2608. 11917v1 Announce Type: new Abstract: Multi-output Gaussian process regression scales cubically in the number of observations times outputs, and dense kernel-matrix methods need bespoke handling whenever different outputs are observed at different inputs.
arXiv:2607. 16811v1 Announce Type: new Abstract: We revisit Gaussian Mixture Models (GMMs) as a lightweight, interpretable tool for anomaly detection and, in particular, for detecting distributional drift in data streams.