Related papers: Multivariate Gaussian and Student$-t$ Process Regr…

Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes…

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

We propose a new forecasting method for predicting load demand and generation scheduling. Accurate week-long forecasting of load demand and optimal power generation is critical for efficient operation of power grid systems. In this work, we…

Outlier detection of semiconductor devices is important since manufacturing variation is inherently inevitable. In order to properly detect outliers, it is necessary to consider the discrepancy from underlying trend. Conventional methods…

In this paper we use Gaussian Process (GP) regression to propose a novel approach for predicting volatility of financial returns by forecasting the envelopes of the time series. We provide a direct comparison of their performance to…

This paper considers the Laplace method to derive approximate inference for the Gaussian process (GP) regression in the location and scale parameters of the Student-t probabilistic model. This allows both mean and variance of the data to…

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

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,…

We implemented a geometry optimizer based on Gaussian process regression (GPR) to find minimum structures on potential energy surfaces. We tested both a two times differentiable form of the Mat\'{e}rn kernel and the squared exponential…

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…

Epoxy polymers are widely used due to their multifunctional properties, but machine learning (ML) applications remain limited owing to their complex 3D molecular structure, multi-component nature, and lack of curated datasets. Existing ML…

We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…

In this paper, we extend a famous motion planning approach GPMP2 to multi-robot cases, yielding a novel centralized trajectory generation method for the multi-robot formation. A sparse Gaussian Process model is employed to represent the…

Gaussian processes (GP) are a versatile tool in machine learning and computational science. We here consider the case of multi-output Gaussian processes (MOGP) and present low-rank approaches for efficiently computing the posterior mean of…

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Maneuvering target tracking is a challenging problem for sensor systems because of the unpredictability of the targets' motions. This paper proposes a novel data-driven method for learning the dynamical motion model of a target.…

We introduce CUTS-GPR, a new method for performing numerically exact Gaussian process regression (GPR) in high-dimensional settings. The key component of CUTS-GPR is an extremely fast kernel matrix-vector product, which exhibits near-linear…

Traffic flow forecasting, especially the short-term case, is an important topic in intelligent transportation systems (ITS). This paper does a lot of research on network-scale modeling and forecasting of short-term traffic flows. Firstly,…

This paper introduces an active learning framework for manifold Gaussian Process (GP) regression, combining manifold learning with strategic data selection to improve accuracy in high-dimensional spaces. Our method jointly optimizes a…

Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…