Related papers: A probabilistic data-driven model for planar pushi…
This work proposes a new method for simultaneous probabilistic identification and control of an observable, fully-actuated mechanical system. Identification is achieved by conditioning stochastic process priors on observations of…
Before we attempt to learn a function between two (sets of) observables of a physical process, we must first decide what the inputs and what the outputs of the desired function are going to be. Here we demonstrate two distinct, data-driven…
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,…
We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…
Distributional ambiguity sets provide quantifiable ways to characterize the uncertainty about the true probability distribution of random variables of interest. This makes them a key element in data-driven robust optimization by exploiting…
The equations of complex dynamical systems may not be identified by expert knowledge, especially if the underlying mechanisms are unknown. Data-driven discovery methods address this challenge by inferring governing equations from…
Data assimilation, consisting in the combination of a dynamical model with a set of noisy and incomplete observations in order to infer the state of a system over time, involves uncertainty in most settings. Building upon an existing…
We introduce a framework for model learning and planning in stochastic domains with continuous state and action spaces and non-Gaussian transition models. It is efficient because (1) local models are estimated only when the planner requires…
Aggregated data is commonplace in areas such as epidemiology and demography. For example, census data for a population is usually given as averages defined over time periods or spatial resolutions (cities, regions or countries). In this…
Simulating turbulent fluid flows is a computationally prohibitive task, as it requires the resolution of fine-scale structures and the capture of complex nonlinear interactions across multiple scales. This is particularly the case in direct…
We study learning problems in which the conditional distribution of the output given the input varies as a function of additional task variables. In varying-coefficient models with Gaussian process priors, a Gaussian process generates the…
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…
Machine learning-based performance models are increasingly being used to build critical job scheduling and application optimization decisions. Traditionally, these models assume that data distribution does not change as more samples are…
Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…
This paper deals with the problem of adaptive output regulation for multivariable nonlinear systems by presenting a learning-based adaptive internal model-based design strategy. The approach builds on the recently proposed adaptive internal…
In this paper, we propose a robust data-driven process model whose hyperparameters are robustly estimated using the Schweppe-type generalized maximum likelihood estimator. The proposed model is trained on recorded time-series data of…
Learning for control in repeated tasks allows for well-designed experiments to gather the most useful data. We consider the setting in which we use a data-driven controller that does not have access to the true system dynamics. Rather, the…
We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…
Accurate modeling of spatial dependence is pivotal in analyzing spatial data, influencing parameter estimation and predictions. The spatial structure of the data significantly impacts valid statistical inference. Existing models for areal…
We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…