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We investigate the problem of estimating the causal effect of a treatment on individual subjects from observational data, this is a central problem in various application domains, including healthcare, social sciences, and online…

Methodology · Statistics 2019-01-30 Ahmed M. Alaa , Mihaela van der Schaar

A Gaussian Process GP based ground segmentation method is proposed in this paper which is fully developed in a probabilistic framework. The proposed method tends to obtain a continuous realistic model of the ground. The LiDAR…

Robotics · Computer Science 2021-11-23 Pouria Mehrabi , Hamid D. Taghirad

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

Machine Learning · Computer Science 2021-11-03 Oliver Hamelijnck , William J. Wilkinson , Niki A. Loppi , Arno Solin , Theodoros Damoulas

We provide a new kriging procedure of processes on graphs. Based on the construction of Gaussian random processes indexed by graphs, we extend to this framework the usual linear prediction method for spatial random fields, known as kriging.…

Statistics Theory · Mathematics 2014-06-26 Thibault Espinasse , Jean-Michel Loubes

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Machine Learning · Computer Science 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…

Machine Learning · Computer Science 2021-07-16 Bahram Jafrasteh , Carlos Villacampa-Calvo , Daniel Hernández-Lobato

Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…

Machine Learning · Statistics 2025-09-23 Fernando Llorente , Daniel Waxman , Sanket Jantre , Nathan M. Urban , Susan E. Minkoff

We address an optimal sensor placement problem through Bayesian experimental design for seismic full waveform inversion for the recovery of the associated moment tensor. The objective is that of optimally choosing the location of the…

In this paper we develop an inverse Bayesian approach to find the value of the unknown model parameter vector that supports the real (or test) data, where the data comprises measurements of a matrix-variate variable. The method is…

Applications · Statistics 2015-05-27 Dalia Chakrabarty , Munmun Biswas , Sourabh Bhattacharya

Learning dynamical models from data is not only fundamental but also holds great promise for advancing principle discovery, time-series prediction, and controller design. Among various approaches, Gaussian Process State-Space Models…

Machine Learning · Computer Science 2025-10-20 Tengjie Zheng , Haipeng Chen , Lin Cheng , Shengping Gong , Xu Huang

We consider finite-dimensional linear Gaussian Bayesian inverse problems with uncorrelated sensor measurements. In this setting, it is known that the expected information gain, quantified by the expected Kullback-Leibler divergence from the…

Optimization and Control · Mathematics 2025-05-12 Steven Maio , Alen Alexanderian

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Muzaffar Qureshi , Tochukwu Elijah Ogri , Zachary I. Bell , Wanjiku A. Makumi , Rushikesh Kamalapurkar

Recent trends envisage robots being deployed in areas deemed dangerous to humans, such as buildings with gas and radiation leaks. In such situations, the model of the underlying hazardous process might be unknown to the agent a priori,…

Robotics · Computer Science 2021-09-24 Fernando S. Barbosa , Bruno Lacerda , Paul Duckworth , Jana Tumova , Nick Hawes

The capability of a novel Kullback-Leibler divergence method is examined herein within the Kalman filter framework to select the input-parameter-state estimation execution with the most plausible results. This identification suffers from…

Signal Processing · Electrical Eng. & Systems 2025-11-05 Marios Impraimakis

We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a Gaussian process prior for the function's…

Methodology · Statistics 2012-01-24 Bin Zhu , David B. Dunson

We present a novel decentralized algorithm for coverage control in unknown spatial environments modeled by Gaussian Processes (GPs). To trade-off between exploration and exploitation, each agent autonomously determines its trajectory by…

Machine Learning · Computer Science 2026-05-28 Gennaro Guidone , Luca Monegaglia , Elia Raimondi , Han Wang , Mattia Bianchi , Florian Dörfler

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…

Machine Learning · Computer Science 2024-10-10 Jinwen Xu , Qin Lu , Georgios B. Giannakis

Unstructured data from diverse sources, such as social media and aerial imagery, can provide valuable up-to-date information for intelligent situation assessment. Mining these different information sources could bring major benefits to…

Machine Learning · Computer Science 2019-04-08 Edwin Simpson , Steven Reece , Stephen J. Roberts

This paper considers reparameterization invariant Bayesian point estimates and credible regions of model parameters for scientific inference and communication. The effect of intrinsic loss function choice in Bayesian intrinsic estimates and…

Methodology · Statistics 2021-09-23 Aki Vehtari