1 code implementation • 25 Feb 2022 • Jian Cao, Joseph Guinness, Marc G. Genton, Matthias Katzfuss
Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty.
1 code implementation • 1 May 2020 • Matthias Katzfuss, Joseph Guinness, Earl Lawrence
Many scientific phenomena are studied using computer experiments consisting of multiple runs of a computer model while varying the input settings.
no code implementations • 26 Dec 2019 • Joseph Guinness
We conduct a study of the aliased spectral densities of Mat\'ern covariance functions on a regular grid of points, providing clarity on the properties of a popular approximation based on stochastic partial differential equations; while others have shown that it can approximate the covariance function well, we find that it assigns too much power at high frequencies and does not provide increasingly accurate approximations to the inverse as the grid spacing goes to zero, except in the one-dimensional exponential covariance case.
no code implementations • 20 May 2019 • Joseph Guinness
We derive a single pass algorithm for computing the gradient and Fisher information of Vecchia's Gaussian process loglikelihood approximation, which provides a computationally efficient means for applying the Fisher scoring algorithm for maximizing the loglikelihood.
1 code implementation • 24 Apr 2019 • Halley L. Brantley, Joseph Guinness, Eric C. Chi
Through simulation studies and our motivating application to low cost air quality sensor data, we demonstrate that our model provides better quantile trend estimates than existing methods and improves signal classification of low-cost air quality sensor output.
Methodology Applications Computation
1 code implementation • 8 May 2018 • Matthias Katzfuss, Joseph Guinness, Wenlong Gong
Gaussian processes (GPs) are highly flexible function estimators used for geospatial analysis, nonparametric regression, and machine learning, but they are computationally infeasible for large datasets.
Methodology Computation
1 code implementation • 21 Aug 2017 • Matthias Katzfuss, Joseph Guinness
Gaussian processes (GPs) are commonly used as models for functions, time series, and spatial fields, but they are computationally infeasible for large datasets.
Methodology Computation