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This paper describes a pattern recognition approach aiming to estimate fuel cell duration time from electrochemical impedance spectroscopy measurements. It consists in first extracting features from both real and imaginary parts of the…

Machine Learning · Statistics 2013-12-30 Raïssa Onanena , Faicel Chamroukhi , Latifa Oukhellou , Denis Candusso , Patrice Aknin , Daniel Hissel

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

We propose a novel Bayesian approach to modelling nonlinear alignments of time series based on latent shared information. We apply the method to the real-world problem of finding common structure in the sensor data of wind turbines…

Machine Learning · Statistics 2018-05-24 Markus Kaiser , Clemens Otte , Thomas Runkler , Carl Henrik Ek

Model defects are known to cause biased nuclear data evaluations if they are not taken into account in the evaluation procedure. We suggest a method to construct prior distributions for model defects for reaction models using neighboring…

Nuclear Theory · Physics 2019-06-26 Georg Schnabel , Henrik Sjöstrand

Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…

Methodology · Statistics 2016-08-05 Kerry Fendick

This paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different values of the response. This type of data is abound in…

Methodology · Statistics 2021-07-07 Soudeep Deb , Kaushik Jana

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

Continuous-time state estimation is gaining in popularity due to its abilities to provide smooth solutions, handle asynchronous sensors, and interpolate between data points. While there are two main paradigms, parametric (e.g., temporal…

Robotics · Computer Science 2026-05-12 Connor Holmes , Sven Lilge , Zi Cong Guo , Frank Dellaert , Timothy D. Barfoot

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

Benchmark experiments are required to test, compare, tune, and understand optimization algorithms. Ideally, benchmark problems closely reflect real-world problem behavior. Yet, real-world problems are not always readily available for…

Neural and Evolutionary Computing · Computer Science 2020-08-17 Martin Zaefferer , Frederik Rehbach

Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…

Parameter estimation is a major challenge in computational modeling of biological processes. This is especially the case in image-based modeling where the inherently quantitative output of the model is measured against image data, which is…

Quantitative Methods · Quantitative Biology 2018-07-27 Diana Barac , Michael D. Multerer , Dagmar Iber

The paper addresses the problem of passivation of a class of nonlinear systems where the dynamics are unknown. For this purpose, we use the highly flexible, data-driven Gaussian process regression for the identification of the unknown…

Systems and Control · Computer Science 2018-11-19 Thomas Beckers , Sandra Hirche

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

Predicting the end-of-life or remaining useful life of batteries in electric vehicles is a critical and challenging problem, predominantly approached in recent years using machine learning to predict the evolution of the state-of-health…

Machine Learning · Computer Science 2023-06-05 Wei W. Xing , Ziyang Zhang , Akeel A. Shah

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…

Methodology · Statistics 2024-05-27 Soudeep Deb , Claudia Neves , Subhrajyoty Roy