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In array processing, a common problem is to estimate the angles of arrival of $K$ deterministic sources impinging on an array of $M$ antennas, from $N$ observations of the source signal, corrupted by gaussian noise. The problem reduces to…

Probability · Mathematics 2011-06-28 Walid Hachem , Philippe Loubaton , Xavier Mestre , Jamal Najim , Pascal Vallet

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Machine Learning · Computer Science 2025-12-05 Junyi Liu , Stanley Kok

Gaussian processes are distributions over functions that are versatile and mathematically convenient priors in Bayesian modelling. However, their use is often impeded for data with large numbers of observations, $N$, due to the cubic (in…

Machine Learning · Statistics 2020-08-04 David R. Burt , Carl Edward Rasmussen , Mark van der Wilk

Gaussian Process Regression (GPR) is a powerful and elegant method for learning complex functions from noisy data with a wide range of applications, including in safety-critical domains. Such applications have two key features: (i) they…

Machine Learning · Computer Science 2024-12-23 Robert Reed , Luca Laurenti , Morteza Lahijanian

Gaussian Process (GP) models are a powerful and flexible tool for non-parametric regression and classification. Computation for GP models is intensive, since computing the posterior density, $\pi$, for covariance function parameters…

Computation · Statistics 2013-05-13 Chunyi Wang , Radford M. Neal

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

Recent advancements in remote sensing technology and the increasing size of satellite constellations allows massive geophysical information to be gathered daily on a global scale by numerous platforms of different fidelity. The…

Computation · Statistics 2021-05-11 Si Cheng , Bledar A. Konomi , Jessica L. Matthews , Georgios Karagiannis , Emily L. Kang

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

Climate projections using data driven machine learning models acting as emulators, is one of the prevailing areas of research to enable policy makers make informed decisions. Use of machine learning emulators as surrogates for…

Machine Learning · Computer Science 2023-08-24 Anmol Chaure , Ashok Kumar Behera , Sudip Bhattacharya

Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…

Methodology · Statistics 2024-04-02 Michele Peruzzi , David B. Dunson

Bayesian posterior distributions arising in modern applications, including inverse problems in partial differential equation models in tomography and subsurface flow, are often computationally intractable due to the large computational cost…

Machine Learning · Statistics 2023-02-10 Tapio Helin , Andrew Stuart , Aretha Teckentrup , Konstantinos Zygalakis

Satellite-based positioning system such as GPS often suffers from large amount of noise that degrades the positioning accuracy dramatically especially in real-time applications. In this work, we consider a data-mining approach to enhance…

Machine Learning · Statistics 2019-06-05 Ming Lin , Xiaomin Song , Qi Qian , Hao Li , Liang Sun , Shenghuo Zhu , Rong Jin

Gaussian processes scale prohibitively with the size of the dataset. In response, many approximation methods have been developed, which inevitably introduce approximation error. This additional source of uncertainty, due to limited…

Machine Learning · Computer Science 2023-10-11 Jonathan Wenger , Geoff Pleiss , Marvin Pförtner , Philipp Hennig , John P. Cunningham

Interference prediction and resource allocation are critical challenges in mission-critical applications where stringent latency and reliability constraints must be met. This paper proposes a novel Gaussian process regression (GPR)-based…

Signal Processing · Electrical Eng. & Systems 2025-10-31 Syed Luqman Shah , Nurul Huda Mahmood , Matti Latva-aho

Gaussian processes are used in many machine learning applications that rely on uncertainty quantification. Recently, computational tools for working with these models in geometric settings, such as when inputs lie on a Riemannian manifold,…

Machine Learning · Statistics 2023-10-31 Paul Rosa , Viacheslav Borovitskiy , Alexander Terenin , Judith Rousseau

Advances in leveraging Gaussian processes (GP) have enabled learning and inferring dynamic grid behavior from scarce PMU measurements. However, real measurements can be corrupted by various random and targeted threats, leading to inaccurate…

Systems and Control · Electrical Eng. & Systems 2025-10-20 Tina Gao , Shimiao Li , Lawrence Pileggi

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

This paper presents research findings on handling faulty measurements (i.e., outliers) of global navigation satellite systems (GNSS) for vehicle localization under adverse signal conditions in field applications, where raw GNSS data are…

Robotics · Computer Science 2025-10-16 Haoming Zhang

Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…

Systems and Control · Computer Science 2020-01-01 Lukas Hewing , Juraj Kabzan , Melanie N. Zeilinger

The accuracy of Bayesian inference can be negatively affected by the use of inaccurate forward models. In the case of gravitational-wave inference, accurate but computationally expensive waveform models are sometimes substituted with faster…

Instrumentation and Methods for Astrophysics · Physics 2024-04-02 Miaoxin Liu , Xiao-Dong Li , Alvin J. K. Chua
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