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We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…

Econometrics · Economics 2024-09-11 Niko Hauzenberger , Massimiliano Marcellino , Michael Pfarrhofer , Anna Stelzer

This paper presents a novel extension of multi-task Gaussian Cox processes for modeling multiple heterogeneous correlated tasks jointly, e.g., classification and regression, via multi-output Gaussian processes (MOGP). A MOGP prior over the…

Machine Learning · Computer Science 2023-08-30 Feng Zhou , Quyu Kong , Zhijie Deng , Fengxiang He , Peng Cui , Jun Zhu

Modeling complex spatiotemporal dependencies in correlated traffic series is essential for traffic prediction. While recent works have shown improved prediction performance by using neural networks to extract spatiotemporal correlations,…

Machine Learning · Computer Science 2023-09-08 Junpeng Lin , Ziyue Li , Zhishuai Li , Lei Bai , Rui Zhao , Chen Zhang

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Mathieu Dubied , Amon Lahr , Melanie N. Zeilinger , Johannes Köhler

Robotic tasks which involve uncertainty--due to variation in goal, environment configuration, or confidence in task model--may require human input to instruct or adapt the robot. In tasks with physical contact, several existing methods for…

Robotics · Computer Science 2026-02-17 Kevin Haninger , Christian Hegeler , Luka Peternel

For robot swarms operating on complex missions in an uncertain environment, it is important that the decision-making algorithm considers both heterogeneity and uncertainty. This paper presents a stochastic programming framework for the…

Robotics · Computer Science 2020-10-23 Bo Fu , William Smith , Denise Rizzo , Matthew Castanier , Kira Barton

We present a unified view of likelihood based Gaussian progress regression for simulation experiments exhibiting input-dependent noise. Replication plays an important role in that context, however previous methods leveraging replicates have…

Methodology · Statistics 2019-01-18 Mickael Binois , Robert B. Gramacy , Michael Ludkovski

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

Multiagent Systems · Computer Science 2026-02-13 Sanket A. Salunkhe , George P. Kontoudis

Multi-robot systems are essential for environmental monitoring, particularly for tracking spatial phenomena like pollution, soil minerals, and water salinity, and more. This study addresses the challenge of deploying a multi-robot team for…

Robotics · Computer Science 2025-02-12 Federico Pratissoli , Mattia Mantovani , Amanda Prorok , Lorenzo Sabattini

Gaussian processes (GPs) are becoming a standard tool to build terrain representations thanks to their capacity to model map uncertainty. This effectively yields a reliability measure of the areas of the map, which can be directly utilized…

Robotics · Computer Science 2022-03-22 Ignacio Torroba , Christopher Illife Sprague , John Folkesson

Accurate pedestrian trajectory prediction is of great importance for downstream tasks such as autonomous driving and mobile robot navigation. Fully investigating the social interactions within the crowd is crucial for accurate pedestrian…

Computer Vision and Pattern Recognition · Computer Science 2023-09-18 Yuying Chen , Congcong Liu , Xiaodong Mei , Bertram E. Shi , Ming Liu

The rising presence of autonomous vehicles (AVs) on public roads necessitates the development of advanced control strategies that account for the unpredictable nature of human-driven vehicles (HVs). This study introduces a learning-based…

Robotics · Computer Science 2024-04-09 Jie Wang , Yash Vardhan Pant , Zhihao Jiang

Geostatistics is a branch of statistics concerned with stochastic processes over continuous domains, with Gaussian processes (GPs) providing a flexible and principled modelling framework. However, the high computational cost of simulating…

Computation · Statistics 2026-03-20 Flávio B. Gonçalves , Marcos O. Prates , Gareth O. Roberts

Despite the wide implementation of machine learning (ML) techniques in traffic flow modeling recently, those data-driven approaches often fall short of accuracy in the cases with a small or noisy dataset. To address this issue, this study…

Machine Learning · Statistics 2022-03-15 Yun Yuan , Xianfeng Terry Yang , Zhao Zhang , Shandian Zhe

A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…

Machine Learning · Computer Science 2023-01-24 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey

Deep learning methods for unsupervised registration often rely on objectives that assume a uniform noise level across the spatial domain (e.g. mean-squared error loss), but noise distributions are often heteroscedastic and input-dependent…

Image and Video Processing · Electrical Eng. & Systems 2024-07-19 Xiaoran Zhang , Daniel H. Pak , Shawn S. Ahn , Xiaoxiao Li , Chenyu You , Lawrence H. Staib , Albert J. Sinusas , Alex Wong , James S. Duncan

Heteroscedastic Gaussian process regression, based on the concept of chained Gaussian processes, is used to build surrogates to predict site-specific loads on an offshore wind turbine. Stochasticity in the inflow turbulence and irregular…

Applications · Statistics 2022-06-15 Deepali Singh , Richard P. Dwight , Kasper Laugesen , Laurent Beaudet , Axelle Viré

As a core task in intelligent transportation systems, traffic forecasting plays a critical role in urban traffic management. Accurate traffic forecasting relies on modeling complex spatiotemporal dependencies, which is inherently…

Artificial Intelligence · Computer Science 2026-05-26 Ruiwen Gu , Yahao Liu , Zhenyu Liu , Qitai Tan , Xiao-Ping Zhang

The detection of periodic signals in irregularly-sampled time series is a problem commonly encountered in astronomy. Traditional tools used for periodic searches, such as the periodogram, have poorly defined statistical properties under…

Instrumentation and Methods for Astrophysics · Physics 2025-01-13 A. Gúrpide , M. Middleton