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Related papers: Comparison of Gaussian process modeling software

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Fitting experiment data onto a curve is a common signal processing technique to extract data features and establish the relationship between variables. Often, we expect the curve to comply with some analytical function and then turn data…

Signal Processing · Electrical Eng. & Systems 2022-11-23 Kai Wu , J. Andrew Zhang , Y. Jay Guo

To control how a robot moves, motion planning algorithms must compute paths in high-dimensional state spaces while accounting for physical constraints related to motors and joints, generating smooth and stable motions, avoiding obstacles,…

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

Machine Learning · Computer Science 2013-09-27 James Hensman , Nicolo Fusi , Neil D. Lawrence

This paper considers the surrogate modeling of a complex numerical code in a multifidelity framework when the code output is a time series. Using an experimental design of the low-and high-fidelity code levels, an original Gaussian process…

Statistics Theory · Mathematics 2022-02-24 Baptiste Kerleguer

Gaussian Process Regression (GPR) is a Bayesian method for inferring profiles based on input data. The technique is increasing in popularity in the fusion community due to its many advantages over traditional fitting techniques including…

Methodology · Statistics 2022-09-07 Jarrod Leddy , Sandeep Madireddy , Eric Howell , Scott Kruger

This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify…

Machine Learning · Statistics 2024-01-30 Jie Wang

Benchmark experiments are required to test, compare, tune, and understand optimization algorithms. Ideally, benchmark problems closely reflect real-world problem behavior. Yet, real-world problems are not always readily available for…

Neural and Evolutionary Computing · Computer Science 2020-08-17 Martin Zaefferer , Frederik Rehbach

Gaussian random fields (GRF) are a fundamental stochastic model for spatiotemporal data analysis. An essential ingredient of GRF is the covariance function that characterizes the joint Gaussian distribution of the field. Commonly used…

Methodology · Statistics 2020-11-10 Jie Chen , Michael L. Stein

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

Biological systems are often modelled at different levels of abstraction depending on the particular aims/resources of a study. Such different models often provide qualitatively concordant predictions over specific parametrisations, but it…

Machine Learning · Statistics 2016-05-10 Giulio Caravagna , Luca Bortolussi , Guido Sanguinetti

Gaussian Approximation Potentials are a class of Machine Learned Interatomic Potentials routinely used to model materials and molecular systems on the atomic scale. The software implementation provides the means for both fitting models…

Variational methods have been recently considered for scaling the training process of Gaussian process classifiers to large datasets. As an alternative, we describe here how to train these classifiers efficiently using expectation…

Machine Learning · Statistics 2015-07-17 Daniel Hernández-Lobato , José Miguel Hernández-Lobato

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

In decommissioning projects of nuclear facilities, the radiological characterisation step aims to estimate the quantity and spatial distribution of different radionuclides. To carry out the estimation, measurements are performed on site to…

Methodology · Statistics 2023-05-15 Martin Wieskotten , Marielle Crozet , Bertrand Iooss , Céline Lacaux , Amandine Marrel

Classical Gaussian processes and Kriging models are commonly based on stationary kernels, whereby correlations between observations depend exclusively on the relative distance between scattered data. While this assumption ensures analytical…

Machine Learning · Statistics 2026-03-19 Gianluca Audone , Francesco Marchetti , Emma Perracchione , Milvia Rossini

This chapter presents specific aspects of Gaussian process modeling in the presence of complex noise. Starting from the standard homoscedastic model, various generalizations from the literature are presented: input varying noise variance,…

Optimization and Control · Mathematics 2024-12-11 Mickael Binois , Arindam Fadikar , Abby Stevens

The rapidly growing number of large network analysis problems has led to the emergence of many parallel and distributed graph processing systems---one survey in 2014 identified over 80. Since then, the landscape has evolved; some packages…

Performance · Computer Science 2017-05-18 Samuel Pollard , Boyana Norris

A new type of nonstationary Gaussian process model is developed for approximating computationally expensive functions. The new model is a composite of two Gaussian processes, where the first one captures the smooth global trend and the…

Applications · Statistics 2013-01-14 Shan Ba , V. Roshan Joseph

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen