Related papers: Spatiotemporal Prediction of Ambulance Demand usin…
Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…
Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its…
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…
The increasing demand for electricity and the need for clean energy sources have increased solar energy use. Accurate forecasts of solar energy are required for easy management of the grid. This paper compares the accuracy of two Gaussian…
We introduce an ensemble learning method based on Gaussian Process Regression (GPR) for predicting conditional expected stock returns given stock-level and macro-economic information. Our ensemble learning approach significantly reduces the…
Uncovering the distribution of magnitudes and arrival times of aftershocks is a key to comprehend the characteristics of the sequence of earthquakes, which enables us to predict seismic activities and hazard assessments. However,…
We study the application of dynamic pricing to insurance. We view this as an online revenue management problem where the insurance company looks to set prices to optimize the long-run revenue from selling a new insurance product. We develop…
Frequency response function (FRF) estimation is a classical subject in system identification. In the past two decades, there have been remarkable advances in developing local methods for this subject, e.g., the local polynomial method,…
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…
Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…
Urgent care clinics and emergency departments around the world periodically suffer from extended wait times beyond patient expectations due to inadequate staffing levels. These delays have been linked with adverse clinical outcomes.…
Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…
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…
In this paper, we propose \texttt{FGPR}: a Federated Gaussian process ($\mathcal{GP}$) regression framework that uses an averaging strategy for model aggregation and stochastic gradient descent for local client computations. Notably, the…
Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…
In this paper we use Gaussian Process (GP) regression to propose a novel approach for predicting volatility of financial returns by forecasting the envelopes of the time series. We provide a direct comparison of their performance to…
Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…
Sepsis is a poorly understood and potentially life-threatening complication that can occur as a result of infection. Early detection and treatment improves patient outcomes, and as such it poses an important challenge in medicine. In this…
In this study, two mathematical models have been developed for assigning emergency vehicles, namely ambulances, to geographical areas. The first model, which is based on the assignment problem, the ambulance transfer (moving ambulances)…
Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…