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Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…

Machine Learning · Statistics 2021-08-26 Nick Terry , Youngjun Choe

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

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

We study an informative path-planning problem where the goal is to minimize the time required to learn a spatially varying entity. We use Gaussian Process (GP) regression for learning the underlying field. Our goal is to ensure that the GP…

Robotics · Computer Science 2020-03-10 Varun Suryan , Pratap Tokekar

Autonomous racing control is a challenging research problem as vehicles are pushed to their limits of handling to achieve an optimal lap time; therefore, vehicles exhibit highly nonlinear and complex dynamics. Difficult-to-model effects,…

Robotics · Computer Science 2023-06-28 Shaoshu Su , Ce Hao , Catherine Weaver , Chen Tang , Wei Zhan , Masayoshi Tomizuka

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

Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or demand forecasting. However, the computational and numerical…

Machine Learning · Computer Science 2019-10-28 David Salinas , Michael Bohlke-Schneider , Laurent Callot , Roberto Medico , Jan Gasthaus

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

In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising…

Analysis of PDEs · Mathematics 2023-11-10 Iain Henderson , Pascal Noble , Olivier Roustant

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…

Machine Learning · Statistics 2018-11-06 Haitao Liu , Jianfei Cai , Yew-Soon Ong , Yi Wang

Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous…

Machine Learning · Statistics 2017-06-14 Hao Peng , Shandian Zhe , Yuan Qi

This paper introduces a new sparse spatio-temporal structured Gaussian process regression framework for online and offline Bayesian inference. This is the first framework that gives a time-evolving representation of the interdependencies…

Machine Learning · Statistics 2018-08-01 Danil Kuzin , Olga Isupova , Lyudmila Mihaylova

Time series forecasting is a growing domain with diverse applications. However, changes of the system behavior over time due to internal or external influences are challenging. Therefore, predictions of a previously learned fore-casting…

Machine Learning · Computer Science 2021-07-07 Florian Haselbeck , Dominik G. Grimm

Resonances in open quantum systems depending on at least two controllable parameters can show the phenomenon of exceptional points (EPs), where not only the eigenvalues but also the eigenvectors of two or more resonances coalesce. Their…

Quantum Physics · Physics 2024-03-14 Patrick Egenlauf , Patric Rommel , Jörg Main

Human motion prediction is an essential step for efficient and safe human-robot collaboration. Current methods either purely rely on representing the human joints in some form of neural network-based architecture or use regression models…

Robotics · Computer Science 2023-10-06 Aadi Kothari , Tony Tohme , Xiaotong Zhang , Kamal Youcef-Toumi

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

By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

Principled decision making in emergency response management necessitates the use of statistical models that predict the spatial-temporal likelihood of incident occurrence. These statistical models are then used for proactive stationing…

Machine Learning · Computer Science 2021-06-16 Sayyed Mohsen Vazirizade , Ayan Mukhopadhyay , Geoffrey Pettet , Said El Said , Hiba Baroud , Abhishek Dubey

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper
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