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We propose an active set selection framework for Gaussian process classification for cases when the dataset is large enough to render its inference prohibitive. Our scheme consists of a two step alternating procedure of active set update…

Machine Learning · Statistics 2011-06-24 Ricardo Henao , Ole Winther

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Armin Lederer , Jonas Umlauft , Sandra Hirche

Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

Applications · Statistics 2022-04-20 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

Gaussian Process (GP) regression is shown to be effective for learning unknown dynamics, enabling efficient and safety-aware control strategies across diverse applications. However, existing GP-based model predictive control (GP-MPC)…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Manish Prajapat , Johannes Köhler , Amon Lahr , Andreas Krause , Melanie N. Zeilinger

Gaussian processes (GP) provide a prior over functions and allow finding complex regularities in data. Gaussian processes are successfully used for classification/regression problems and dimensionality reduction. In this work we consider…

Machine Learning · Computer Science 2016-11-21 Pavel Izmailov , Dmitry Kropotov

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

Machine Learning · Computer Science 2026-02-13 Jihao Andreas Lin , Sebastian Ament , Louis C. Tiao , David Eriksson , Maximilian Balandat , Eytan Bakshy

Gaussian Processes (GPs) are widely used for regression and system identification due to their flexibility and ability to quantify uncertainty. However, their computational complexity limits their applicability to small datasets. Moreover…

Machine Learning · Computer Science 2025-08-27 Thore Wietzke , Knut Graichen

This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…

Methodology · Statistics 2021-04-15 Chiwoo Park

This paper proposes a novel framework for implicit multi-camera system calibration utilizing Gaussian Process (GP) regression. Conventional explicit calibration methods are constrained by rigid mathematical models and struggle with complex,…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Ivan De Boi , Bart Ribbens , Veronika Golanova , Ursula Kapov , Simon Verspeek

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

Complex computer codes are often too time expensive to be directly used to perform uncertainty, sensitivity, optimization and robustness analyses. A widely accepted method to circumvent this problem consists in replacing cpu-time expensive…

Statistics Theory · Mathematics 2017-04-25 Bertrand Iooss , Amandine Marrel

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…

Machine Learning · Statistics 2024-09-20 Qiuxian Meng , Yongyou Zhang

Active learning of physical systems must commonly respect practical safety constraints, which restricts the exploration of the design space. Gaussian Processes (GPs) and their calibrated uncertainty estimations are widely used for this…

Machine Learning · Computer Science 2024-04-16 Jörn Tebbe , Christoph Zimmer , Ansgar Steland , Markus Lange-Hegermann , Fabian Mies

Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…

Computation · Statistics 2024-09-19 Juliette Mukangango , Amanda Muyskens , Benjamin W. Priest

Design of experiments is a fundamental topic in applied statistics with a long history. Yet its application is often limited by the complexity and costliness of constructing experimental designs, which involve searching a high-dimensional…

Methodology · Statistics 2022-03-29 Matthew T. Pratola , C. Devon Lin , Peter F. Craigmile

Motivated by modern applications such as computerized adaptive testing, sequential rank aggregation, and heterogeneous data source selection, we study the problem of active sequential estimation, which involves adaptively selecting…

Statistics Theory · Mathematics 2024-02-14 Xiaoou Li , Hongru Zhao

We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic…

Machine Learning · Statistics 2020-03-03 Xiong Lyu , Mickael Binois , Michael Ludkovski

Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…

Machine Learning · Computer Science 2024-12-17 Giorgio Morales , John Sheppard