Related papers: Multi-Output Gaussian Processes for Crowdsourced T…

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Large-scale data missing is a challenging problem in Intelligent Transportation Systems (ITS). Many studies have been carried out to impute large-scale traffic data by considering their spatiotemporal correlations at a network level. In…

Recent statistical methods fitted on large-scale GPS data can provide accurate estimations of the expected travel time between two points. However, little is known about the distribution of travel time, which is key to decision-making…

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,…

Multivariate spatial fields are of interest in many applications, including climate model emulation. Not only can the marginal spatial fields be subject to nonstationarity, but the dependence structure among the marginal fields and between…

In the setting of a recently developed cellular stochastic traffic flow model, it has shown that the joint per-cell vehicle densities, as a function of time, can be accurately approximated by a Gaussian process, which has the attractive…

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

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.…

Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model…

Multi-output Gaussian Processes provide principled uncertainty-aware learning of vector-valued fields but are difficult to deploy in large-scale, distributed, and streaming settings due to their computational and centralized nature. This…

Despite the success of classical traffic flow (e.g., second-order macroscopic) models and data-driven (e.g., Machine Learning - ML) approaches in traffic state estimation, those approaches either require great efforts for parameter…

In real-world scenarios like traffic and energy, massive time-series data with missing values and noises are widely observed, even sampled irregularly. While many imputation methods have been proposed, most of them work with a local…

Autonomous vehicles are expected to navigate in complex traffic scenarios with multiple surrounding vehicles. The correlations between road users vary over time, the degree of which, in theory, could be infinitely large, thus posing a great…

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

We propose a probabilistic model for inferring the multivariate function from multiple areal data sets with various granularities. Here, the areal data are observed not at location points but at regions. Existing regression-based models can…

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Missing data is an inevitable and ubiquitous problem for traffic data collection in intelligent transportation systems. Despite extensive research regarding traffic data imputation, there still exist two limitations to be addressed: first,…