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We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…

Machine Learning · Statistics 2017-03-01 Pan Xu , Jian Ma , Quanquan Gu

Accurate human motion prediction with well-calibrated uncertainty is critical for safe human-robot collaboration (HRC), where robots must anticipate and react to human movements in real time. We propose a structured multitask variational…

Robotics · Computer Science 2026-03-10 Jinger Chong , Xiaotong Zhang , Kamal Youcef-Toumi

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems so called recurrent models are used. In this article we…

Machine Learning · Statistics 2017-11-21 Roman Föll , Bernard Haasdonk , Markus Hanselmann , Holger Ulmer

Gaussian processes (GPs) offer appealing properties but are costly to train at scale. Sparse variational GP (SVGP) approximations reduce cost yet still rely on Cholesky decompositions of kernel matrices, ill-suited to low-precision,…

Machine Learning · Statistics 2026-04-02 Stefano Cortinovis , Laurence Aitchison , Stefanos Eleftheriadis , Mark van der Wilk

We introduce a novel formulation of motion planning, for continuous-time trajectories, as probabilistic inference. We first show how smooth continuous-time trajectories can be represented by a small number of states using sparse Gaussian…

Robotics · Computer Science 2018-11-26 Mustafa Mukadam , Jing Dong , Xinyan Yan , Frank Dellaert , Byron Boots

Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…

Machine Learning · Statistics 2021-01-01 Florian Gerber , Douglas W. Nychka

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

Obtaining accurate estimates of satellite drag coefficients in low Earth orbit is a crucial component in positioning and collision avoidance. Simulators can produce accurate estimates, but their computational expense is much too large for…

Computation · Statistics 2019-06-25 Furong Sun , Robert B. Gramacy , Benjamin Haaland , Earl Lawrence , Andrew Walker

Achieving real-time Simultaneous Localization and Mapping (SLAM) based on 3D Gaussian splatting (3DGS) in large-scale real-world environments remains challenging, as existing methods still struggle to jointly achieve low-latency pose…

This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region.…

Machine Learning · Computer Science 2018-07-10 Chiwoo Park , Daniel Apley

The Gaussian process (GP) is a powerful tool for nonparametric modeling, but its sensitivity to outliers limits its applicability to data distributions with heavy-tails. Studentt processes offer a robust alternative for heavy tail modeling,…

Machine Learning · Computer Science 2026-03-11 Jian Xu , Delu Zeng , John Paisley

Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…

Numerical Analysis · Mathematics 2026-05-19 Christopher Beattie , David Higdon , Leanna House , Colby Stakun-Pickering , Jared Clark

We present a new method for estimating multivariate, second-order stationary Gaussian Random Field (GRF) models based on the Sparse Precision matrix Selection (SPS) algorithm, proposed by Davanloo et al. (2015) for estimating scalar GRF…

Machine Learning · Statistics 2021-01-12 Sam Davanloo Tajbakhsh , Necdet Serhat Aybat , Enrique del Castillo

This article shortly introduces Gaussian processes (GP) as a new approach for modelling time series in the field of blazar physics. In the second part of the paper, recent results from an application of GP modelling to the multi-wavelength…

High Energy Astrophysical Phenomena · Physics 2017-03-08 V. Karamanavis

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Machine Learning · Statistics 2018-10-31 Vincent Dutordoir , Hugh Salimbeni , Marc Deisenroth , James Hensman

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Econometrics · Economics 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid

Sparse modelling or model selection with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm…

Methodology · Statistics 2022-11-14 Szymon Nowakowski , Piotr Pokarowski , Wojciech Rejchel , Agnieszka Sołtys

We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling. Our approach performs variational inference over both the…

Machine Learning · Statistics 2018-12-11 Alessandro Davide Ialongo , Mark van der Wilk , Carl Edward Rasmussen

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

Methodology · Statistics 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…

Computation · Statistics 2024-09-19 Juliette Mukangango , Amanda Muyskens , Benjamin W. Priest