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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

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

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…

Methodology · Statistics 2020-07-28 Rahi Kalantari , Mingyuan Zhou

This work is dedicated to simultaneous continuous-time trajectory estimation and mapping based on Gaussian Processes (GP). State-of-the-art GP-based models for Simultaneous Localization and Mapping (SLAM) are computationally efficient but…

Robotics · Computer Science 2021-09-07 Yermek Kapushev , Anastasia Kishkun , Gonzalo Ferrer , Evgeny Burnaev

When an agent, person, vehicle or robot is moving through an unknown environment without GNSS signals, online mapping of nonlinear terrains can be used to improve position estimates when the agent returns to a previously mapped area.…

Machine Learning · Computer Science 2025-05-22 Frida Marie Viset , Rudy Helmons , Manon Kok

Gaussian processes (GPs) are important probabilistic tools for inference and learning in spatio-temporal modelling problems such as those in climate science and epidemiology. However, existing GP approximations do not simultaneously support…

Machine Learning · Computer Science 2021-06-21 Will Tebbutt , Arno Solin , Richard E. Turner

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Multi-agent mapping is a fundamentally important capability for autonomous robot task coordination and execution in complex environments. While successful algorithms have been proposed for mapping using individual platforms, cooperative…

Robotics · Computer Science 2021-10-14 James Di , Ehsan Zobeidi , Alec Koppel , Nikolay Atanasov

Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse…

Machine Learning · Statistics 2021-06-01 Rui Meng , Herbert Lee , Soper Braden , Priyadip Ray

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Computation · Statistics 2021-03-08 Karla Monterrubio-Gómez , Sara Wade

Central to robot exploration and mapping is the task of persistent localization in environmental fields characterized by spatially correlated measurements. This paper presents a Gaussian process localization (GP-Localize) algorithm that, in…

Robotics · Computer Science 2014-04-23 Nuo Xu , Kian Hsiang Low , Jie Chen , Keng Kiat Lim , Etkin Baris Ozgul

This paper presents a 3D lidar SLAM system based on improved regionalized Gaussian process (GP) map reconstruction to provide both low-drift state estimation and mapping in real-time for robotics applications. We utilize spatial GP…

Robotics · Computer Science 2023-03-10 Jianyuan Ruan , Bo Li , Yinqiang Wang , Zhou Fang

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

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

Machine Learning · Computer Science 2012-07-02 Edward Snelson , Zoubin Ghahramani

Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…

Generalized additive models (GAMs) are a widely used class of models of interest to statisticians as they provide a flexible way to design interpretable models of data beyond linear models. We here propose a scalable and well-calibrated…

Machine Learning · Computer Science 2018-12-31 Vincent Adam , Nicolas Durrande , ST John

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…

Machine Learning · Computer Science 2012-11-29 Yuyang Wang , Roni Khardon

In this paper, we propose a third-order, i.e., white-noise-on-jerk, Gaussian Process (GP) Trajectory Representation (TR) framework for continuous-time (CT) motion estimation (ME) tasks. Our framework features a unified trajectory…