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This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

Machine Learning · Computer Science 2020-08-26 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter

We study the sparsity and optimality properties of crowd navigation and find that existing techniques do not satisfy both criteria simultaneously: either they achieve optimality with a prohibitive number of samples or tractability…

Robotics · Computer Science 2017-05-11 Pete Trautman

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

Machine Learning · Computer Science 2021-11-03 Oliver Hamelijnck , William J. Wilkinson , Niki A. Loppi , Arno Solin , Theodoros Damoulas

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Machine Learning · Computer Science 2021-11-12 Antti Honkela , Laila Melkas

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error…

Machine Learning · Computer Science 2020-05-05 Lukas Hewing , Elena Arcari , Lukas P. Fröhlich , Melanie N. Zeilinger

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

Continuous-time trajectory estimation is an attractive alternative to discrete-time batch estimation due to the ability to incorporate high-frequency measurements from asynchronous sensors while keeping the number of optimization parameters…

Robotics · Computer Science 2024-02-02 Jacob Johnson , Joshua Mangelson , Timothy Barfoot , Randal Beard

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

Traffic speed is a key indicator for the efficiency of an urban transportation system. Accurate modeling of the spatiotemporally varying traffic speed thus plays a crucial role in urban planning and development. This paper addresses the…

Artificial Intelligence · Computer Science 2017-08-29 Truc Viet Le , Richard J. Oentaryo , Siyuan Liu , Hoong Chuin Lau

Gaussian Processes (GPs) are powerful non-parametric Bayesian models for regression of scalar fields, formulated under the assumption that measurement locations are perfectly known and the corresponding field measurements have Gaussian…

Robotics · Computer Science 2026-01-29 Muzaffar Qureshi , Tochukwu Elijah Ogri , Kyle Volle , Rushikesh Kamalapurkar

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…

Machine Learning · Computer Science 2024-07-03 Daniel Iong , Matthew McAnear , Yuezhou Qu , Shasha Zou , Gabor Toth , Yang Chen

Large scale Gaussian process (GP) regression is infeasible for larger data sets due to cubic scaling of flops and quadratic storage involved in working with covariance matrices. Remedies in recent literature focus on divide-and-conquer,…

Methodology · Statistics 2020-05-28 Adam M. Edwards , Robert B. Gramacy

Approximations to Gaussian processes based on inducing variables, combined with variational inference techniques, enable state-of-the-art sparse approaches to infer GPs at scale through mini batch-based learning. In this work, we address…

Machine Learning · Statistics 2021-07-21 Gia-Lac Tran , Dimitrios Milios , Pietro Michiardi , Maurizio Filippone

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…

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

The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…

Computation · Statistics 2022-04-11 Daniel Sanz-Alonso , Ruiyi Yang

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Machine Learning · Statistics 2015-06-15 James Hensman , Alexander G. de G. Matthews , Maurizio Filippone , Zoubin Ghahramani

Simultaneous Localization and Mapping (SLAM) with dense representation plays a key role in robotics, Virtual Reality (VR), and Augmented Reality (AR) applications. Recent advancements in dense representation SLAM have highlighted the…

Computer Vision and Pattern Recognition · Computer Science 2024-03-25 Seongbo Ha , Jiung Yeon , Hyeonwoo Yu