English
Related papers

Related papers: Global optimization using Gaussian Processes to es…

200 papers

In this paper we propose the first non-parametric Bayesian model using Gaussian Processes to make inference on Poisson Point Processes without resorting to gridding the domain or to introducing latent thinning points. Unlike competing…

Machine Learning · Statistics 2015-06-30 Yves-Laurent Kom Samo , Stephen Roberts

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

Digital sensors can lead to noisy results under many circumstances. To be able to remove the undesired noise from images, proper noise modeling and an accurate noise parameter estimation is crucial. In this project, we use a…

Image and Video Processing · Electrical Eng. & Systems 2022-12-21 Étienne Objois , Kaan Okumuş , Nicolas Bähler

In this work we review the application of the theory of Gaussian processes to the modeling of noise in pulsar-timing data analysis, and we derive various useful and optimized representations for the likelihood expressions that are needed in…

General Relativity and Quantum Cosmology · Physics 2014-11-19 Rutger van Haasteren , Michele Vallisneri

The process of calibrating computer models of natural phenomena is essential for applications in the physical sciences, where plenty of domain knowledge can be embedded into simulations and then calibrated against real observations. Current…

Machine Learning · Computer Science 2025-01-20 Rafael Oliveira , Dino Sejdinovic , David Howard , Edwin V. Bonilla

We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…

Systems and Control · Electrical Eng. & Systems 2025-10-02 Alexandros E. Tzikas , Mykel J. Kochenderfer

Mathematical models implemented on a computer have become the driving force behind the acceleration of the cycle of scientific processes. This is because computer models are typically much faster and economical to run than physical…

Computation · Statistics 2021-07-05 Vojtech Kejzlar , Mookyong Son , Shrijita Bhattacharya , Tapabrata Maiti

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

Gaussian Processes face two primary challenges: constructing models for large datasets and selecting the optimal model. This master's thesis tackles these challenges in the low-dimensional case. We examine recent convergence results to…

Machine Learning · Statistics 2024-11-13 Marcel Neugebauer

We propose a dynamical scaling analysis improved by a deep learning approach. While Gaussian process regression has been widely employed for estimating scaling parameters, its computational cost for parameter optimization becomes a…

Statistical Mechanics · Physics 2026-05-18 Yusuke Terasawa , Yukiyasu Ozeki

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

Machine Learning · Statistics 2018-09-10 Danil Kuzin , Le Yang , Olga Isupova , Lyudmila Mihaylova

In biomanufacturing, developing an accurate model to simulate the complex dynamics of bioprocesses is an important yet challenging task. This is partially due to the uncertainty associated with bioprocesses, high data acquisition cost, and…

Machine Learning · Computer Science 2022-11-29 Yuan Sun , Winton Nathan-Roberts , Tien Dung Pham , Ellen Otte , Uwe Aickelin

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

Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a…

Systems and Control · Computer Science 2019-01-24 Matthias Neumann-Brosig , Alonso Marco , Dieter Schwarzmann , Sebastian Trimpe

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

We reconsider a nonparametric density model based on Gaussian processes. By augmenting the model with latent P\'olya--Gamma random variables and a latent marked Poisson process we obtain a new likelihood which is conjugate to the model's…

Machine Learning · Statistics 2018-05-30 Christian Donner , Manfred Opper

In this paper, we consider the well known problem of non-linear identification of the rates of the reactions involved in cells with Monod functions. In bioprocesses, generating data is very expensive and long and so it is important to…

Methodology · Statistics 2024-02-08 Kévin Colin , Håkan Hjalmarsson , Véronique Chotteau

One image processing application that is very helpful for humans is to improve image quality, poor image quality makes the image more difficult to interpret because the information conveyed by the image is reduced. In the process of the…

Image and Video Processing · Electrical Eng. & Systems 2019-02-19 Rini Mayasari , Nono Heryana

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

Machine Learning · Statistics 2016-05-16 Christopher J. Moore , Alvin J. K. Chua , Christopher P. L. Berry , Jonathan R. Gair