Related papers: Evaluating Gaussian Process Metamodels and Sequent…

In this letter, we address the problem of estimating Gaussian noise level from the trained dictionaries in update stage. We first provide rigorous statistical analysis on the eigenvalue distributions of a sample covariance matrix. Then we…

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables…

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…

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…

In this paper an efficient and reliable method for stochastic yield estimation is presented. Since one main challenge of uncertainty quantification is the computational feasibility, we propose a hybrid approach where most of the Monte Carlo…

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Satellite-based positioning system such as GPS often suffers from large amount of noise that degrades the positioning accuracy dramatically especially in real-time applications. In this work, we consider a data-mining approach to enhance…

The definition of a concise and effective testbed for Genetic Programming (GP) is a recurrent matter in the research community. This paper takes a new step in this direction, proposing a different approach to measure the quality of the…

This paper focuses on the problem of determining as large a region as possible where a function exceeds a given threshold with high probability. We assume that we only have access to a noise-corrupted version of the function and that…

Despite the success of deep neural networks (DNNs) in image classification tasks, the human-level performance relies on massive training data with high-quality manual annotations, which are expensive and time-consuming to collect. There…

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Sequential design of real and computer experiments via Gaussian Process (GP) models has proven useful for parsimonious, goal-oriented data acquisition purposes. In this work, we focus on acquisition strategies for a GP model that needs to…

In their standard form Gaussian processes (GPs) provide a powerful non-parametric framework for regression and classificaton tasks. Their one limiting property is their $\mathcal{O}(N^{3})$ scaling where $N$ is the number of training data…

Propagating input uncertainty through non-linear Gaussian process (GP) mappings is intractable. This hinders the task of training GPs using uncertain and partially observed inputs. In this paper we refer to this task as "semi-described…

We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…

Imperfect labels are ubiquitous in real-world datasets and seriously harm the model performance. Several recent effective methods for handling noisy labels have two key steps: 1) dividing samples into cleanly labeled and wrongly labeled…

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…