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Numerical simulations are crucial for modeling complex systems, but calibrating them becomes challenging when data are noisy or incomplete and likelihood evaluations are computationally expensive. Bayesian calibration offers an interesting…

Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from…

Gaussian stochastic process emulation is a powerful tool for approximating computationally intensive computer models. However, estimation of parameters in the GaSP emulator is a challenging task. No closed-form estimator is available, and…

Computation · Statistics 2026-05-06 Mengyang Gu , Jesús Palomo , James O. Berger

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

Approximate Bayesian computation (ABC) can be used for model fitting when the likelihood function is intractable but simulating from the model is feasible. However, even a single evaluation of a complex model may take several hours,…

Machine Learning · Statistics 2018-02-19 Marko Järvenpää , Michael Gutmann , Aki Vehtari , Pekka Marttinen

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

Computation · Statistics 2026-03-26 Deyu Ming , Daniel Williamson

Several applications such as nuclear forensics, nuclear fuel cycle simulations and sensitivity analysis require methods to quickly compute spent fuel nuclide compositions for various irradiation histories. Traditionally, this has been done…

Computational Physics · Physics 2021-03-16 Antonio Figueroa , Malte Goettsche

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

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

Recent work on simultaneous trajectory estimation and mapping (STEAM) for mobile robots has found success by representing the trajectory as a Gaussian process. Gaussian processes can represent a continuous-time trajectory, elegantly handle…

Robotics · Computer Science 2015-04-13 Xinyan Yan , Vadim Indelman , Byron Boots

Gaussian Process (GP) regressions have proven to be a valuable tool to predict disturbances and model mismatches and incorporate this information into a Model Predictive Control (MPC) prediction. Unfortunately, the computational complexity…

Systems and Control · Electrical Eng. & Systems 2022-10-17 Niklas Schmid , Jonas Gruner , Hossam S. Abbas , Philipp Rostalski

Multifidelity models integrate data from multiple sources to produce a single approximator for the underlying process. Dense low-fidelity samples are used to reduce interpolation error, while sparse high-fidelity samples are used to…

Machine Learning · Statistics 2024-02-27 Viv Bone , Chris van der Heide , Kieran Mackle , Ingo H. J. Jahn , Peter M. Dower , Chris Manzie

Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…

Machine Learning · Statistics 2022-08-25 Steven Stetzler , Michael Grosskopf , Earl Lawrence

Online Gaussian processes (GPs), typically used for learning models from time-series data, are more flexible and robust than offline GPs. Both local and sparse approximations of GPs can efficiently learn complex models online. Yet, these…

Robotics · Computer Science 2024-01-17 Wei Li , Zhiwen Li , Yiqi Liu , Yongping Pan

In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model $y$ with a surrogate model $y_s$ that can be evaluated quickly leads to a significant speedup. The…

Numerical Analysis · Mathematics 2024-05-15 Phillip Semler , Martin Weiser

We apply Gaussian processes (GP) in order to impose constraints on teleparallel gravity and its $f(T)$ extensions. We use available $H(z)$ observations from (i) cosmic chronometers data (CC); (ii) Supernova Type Ia (SN) data from the…

General Relativity and Quantum Cosmology · Physics 2021-02-03 Rebecca Briffa , Salvatore Capozziello , Jackson Levi Said , Jurgen Mifsud , Emmanuel N. Saridakis

Engineers widely use Gaussian process regression framework to construct surrogate models aimed to replace computationally expensive physical models while exploring design space. Thanks to Gaussian process properties we can use both samples…

Machine Learning · Statistics 2017-07-14 Evgeny Burnaev , Alexey Zaytsev

The increase of discrepancy in the standard procedure to choose the arbitrary functional form of the Lagrangian $f(Q)$ motivates us to solve this issue in modified theories of gravity. In this regard, we investigate the Gaussian process…

General Relativity and Quantum Cosmology · Physics 2024-09-06 Gaurav N. Gadbail , Sanjay Mandal , P. K. Sahoo

High-fidelity simulations and physical experiments are essential for engineering analysis and design, yet their high cost often makes two critical tasks--global sensitivity analysis (GSA) and optimization--prohibitively expensive. This…

Machine Learning · Computer Science 2026-01-01 Bach Do , Nafeezat A. Ajenifuja , Taiwo A. Adebiyi , Ruda Zhang

Multi-output Gaussian processes (MOGPs) leverage the flexibility and interpretability of GPs while capturing structure across outputs, which is desirable, for example, in spatio-temporal modelling. The key problem with MOGPs is their…

Machine Learning · Statistics 2020-07-20 Wessel P. Bruinsma , Eric Perim , Will Tebbutt , J. Scott Hosking , Arno Solin , Richard E. Turner