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We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…

Information Theory · Computer Science 2012-08-15 Sundeep Rangan

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Machine Learning · Computer Science 2023-09-06 Zhidi Lin , Juan Maroñas , Ying Li , Feng Yin , Sergios Theodoridis

Gaussian processes (GPs) are flexible, probabilistic, nonparametric models widely used in fields such as spatial statistics and machine learning. A drawback of Gaussian processes is their computational cost, with $O(N^3)$ time and $O(N^2)$…

Computation · Statistics 2026-05-20 Filippo Rambelli , Fabio Sigrist

Gaussian processes (GP) are attractive building blocks for many probabilistic models. Their drawbacks, however, are the rapidly increasing inference time and memory requirement alongside increasing data. The problem can be alleviated with…

Machine Learning · Statistics 2012-03-19 Jarno Vanhatalo , Aki Vehtari

This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes…

Robotics · Computer Science 2024-10-30 Soon-Seo Park , Young-Jin Park , Youngjae Min , Han-Lim Choi

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

Machine Learning · Computer Science 2012-07-02 Edward Snelson , Zoubin Ghahramani

3D Gaussian Splatting offers expressive scene reconstruction, modeling a broad range of visual, geometric, and semantic information. However, efficient real-time map reconstruction with data streamed from multiple robots and devices remains…

Robotics · Computer Science 2025-06-04 Javier Yu , Timothy Chen , Mac Schwager

For autonomous mobile robots, uncertainties in the environment and system model can lead to failure in the motion planning pipeline, resulting in potential collisions. In order to achieve a high level of robust autonomy, these robots should…

Robotics · Computer Science 2024-02-05 Nicholas Mohammad , Jacob Higgins , Nicola Bezzo

Traffic speed is a key indicator for the efficiency of an urban transportation system. Accurate modeling of the spatiotemporally varying traffic speed thus plays a crucial role in urban planning and development. This paper addresses the…

Artificial Intelligence · Computer Science 2017-08-29 Truc Viet Le , Richard J. Oentaryo , Siyuan Liu , Hoong Chuin Lau

Sparsity-constrained optimization has wide applicability in machine learning, statistics, and signal processing problems such as feature selection and compressive Sensing. A vast body of work has studied the sparsity-constrained…

Machine Learning · Statistics 2013-07-17 Sohail Bahmani , Bhiksha Raj , Petros Boufounos

Dynamic behavior of traffic adversely affect the performance of the prediction models in intelligent transportation applications. This study applies Gaussian processes (GPs) to traffic speed prediction. Such predictions can be used by…

Applications · Statistics 2020-11-25 Gurcan Comert

Gaussian processes (GPs) are the main surrogate functions used for sequential modelling such as Bayesian Optimization and Active Learning. Their drawbacks are poor scaling with data and the need to run an optimization loop when using a…

Machine Learning · Computer Science 2022-11-03 Paul E. Chang , Prakhar Verma , ST John , Victor Picheny , Henry Moss , Arno Solin

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

The use of Gaussian process models is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint. The two most commonly used methods to overcome this limitation are 1) the…

Machine Learning · Statistics 2020-01-16 Vincent Adam , Stefanos Eleftheriadis , Nicolas Durrande , Artem Artemev , James Hensman

Safe path planning is a crucial component in autonomous robotics. The many approaches to find a collision free path can be categorically divided into trajectory optimisers and sampling-based methods. When planning using occupancy maps, the…

Robotics · Computer Science 2017-03-02 Gilad Francis , Lionel Ott , Fabio Ramos

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

This paper presents a solution for persistent monitoring of real-world stochastic phenomena, where the underlying covariance structure changes sharply across time, using a small number of mobile robot sensors. We propose an adaptive…

Robotics · Computer Science 2018-04-30 Sahil Garg , Nora Ayanian