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Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

In this work we consider time series with a finite number of discrete point changes. We assume that the data in each segment follows a different probability density functions (pdf). We focus on the case where the data in all segments are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari , Olivier Feron

We study the problem of detecting a change in the mean of one-dimensional Gaussian process data. This problem is investigated in the setting of increasing domain (customarily employed in time series analysis) and in the setting of fixed…

Statistics Theory · Mathematics 2017-04-11 Hossein Keshavarz , Clayton Scott , XuanLong Nguyen

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Despite rapid recent advances in quantum machine learning, the field is in many ways stuck. Existing approaches can exhibit serious limitations, and we still lack learning frameworks that are simple, interpretable, scalable, and naturally…

Quantitative modeling of post-transcriptional regulation process is a challenging problem in systems biology. A mechanical model of the regulatory process needs to be able to describe the available spatio-temporal protein concentration and…

Machine Learning · Statistics 2016-10-18 Mu Niu , Zhenwen Dai , Neil Lawrence , Kolja Becker

In this contribution we describe an approach to evolve composite covariance functions for Gaussian processes using genetic programming. A critical aspect of Gaussian processes and similar kernel-based models such as SVM is, that the…

Neural and Evolutionary Computing · Computer Science 2013-05-23 Gabriel Kronberger , Michael Kommenda

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

Due to the advances in the manufacturing of quantum hardware in the recent years, significant research efforts have been directed towards employing quantum methods to solving problems in various areas of interest. Thus a plethora of novel…

Conventional method for Gaussian beam collimation is to expand the beam waist to achieve a smaller divergence angle. Recent transformation optics offers an unconventional path to control the electromagnetic field. In this paper we show that…

Optics · Physics 2013-03-29 Yuancheng Fan , Jin Han , Hongqiang Li

For a theoretical understanding of the reactivity of complex chemical systems, relative energies of stationary points on potential energy hypersurfaces need to be calculated to high accuracy. Due to the large number of intermediates present…

Chemical Physics · Physics 2018-10-30 Gregor N. Simm , Markus Reiher

A new type of quadrature is developed. The Gaussian quadrature, for a given measure, finds optimal values of a function's argument (nodes) and the corresponding weights. In contrast, the Lebesgue quadrature developed in this paper, finds…

Numerical Analysis · Mathematics 2020-02-25 Vladislav Gennadievich Malyshkin

Sequential learning with Gaussian processes (GPs) is challenging when access to past data is limited, for example, in continual and active learning. In such cases, errors can accumulate over time due to inaccuracies in the posterior,…

Machine Learning · Computer Science 2023-06-07 Paul E. Chang , Prakhar Verma , S. T. John , Arno Solin , Mohammad Emtiyaz Khan

Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and…

Machine Learning · Statistics 2019-01-31 Yichi Zhang , Siyu Tao , Wei Chen , Daniel W. Apley

We investigate the transition from quantum to classical mechanics using a one-dimensional free particle model. In the classical analysis, we consider the initial positions and velocities of the particle drawn from Gaussian distributions.…

Quantum Physics · Physics 2024-05-30 E. Aldo Arroyo

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

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

The covariance function of a Gauss-Markov process evaluated at points $(s,t)$ admits a representation as a product of a function of $\min(s,t)$ and a function of $\max(s,t)$. We call these functions the covariance factors of a Gauss-Markov…

Probability · Mathematics 2025-08-01 Georges Kassis

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…

The Log-Gaussian Cox Process is a commonly used model for the analysis of spatial point patterns. Fitting this model is difficult because of its doubly-stochastic property, i.e., it is an hierarchical combination of a Poisson process at the…

Computation · Statistics 2017-01-05 Ming Teng , Farouk S. Nathoo , Timothy D. Johnson