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Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…
Gaussian processes (GPs) serve as flexible surrogates for complex surfaces, but buckle under the cubic cost of matrix decompositions with big training data sizes. Geospatial and machine learning communities suggest pseudo-inputs, or…
Fitting spatio-temporal models for areal data is crucial in many fields such as cancer epidemiology. However, when data sets are very large, many issues arise. The main objective of this paper is to propose a general procedure to analyze…
Approximate Bayesian computation (ABC) methods are used to approximate posterior distributions using simulation rather than likelihood calculations. We introduce Gaussian process (GP) accelerated ABC, which we show can significantly reduce…
Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…
In geostatistics, traditional spatial models often rely on the Gaussian Process (GP) to fit stationary covariances to data. It is well known that this approach becomes computationally infeasible when dealing with large data volumes,…
This study introduces an integrated framework for predictive causal inference designed to overcome limitations inherent in conventional single model approaches. Specifically, we combine a Hidden Markov Model (HMM) for spatial health state…
We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…
With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and…
We introduce a probabilistic generative model for disentangling spatio-temporal disease trajectories from series of high-dimensional brain images. The model is based on spatio-temporal matrix factorization, where inference on the sources is…
This paper describes and illustrates functionality of the spNNGP R package. The package provides a suite of spatial regression models for Gaussian and non-Gaussian point-referenced outcomes that are spatially indexed. The package implements…
We show that a probabilistic version of the classical forward-stepwise variable inclusion procedure can serve as a general data-augmentation scheme for model space distributions in (generalized) linear models. This latent variable…
Even though Nearest Neighbor Gaussian Processes (NNGP) alleviate considerably MCMC implementation of Bayesian space-time models, they do not solve the convergence problems caused by high model dimension. Frugal alternatives such as response…
Spatial point process models are widely applied to point pattern data from various applications in the social and environmental sciences. However, a serious hurdle in fitting point process models is the presence of duplicated points,…
Spatially referenced data are increasingly available thanks to the development of modern GPS technology. They also provide rich opportunities for spatial analytics in the field of marketing science. Our main interest is to propose a new…
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…
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…
Safety-critical control using high-dimensional sensory feedback from optical data (e.g., images, point clouds) poses significant challenges in domains like autonomous driving and robotic surgery. Control can rely on low-dimensional states…
Understanding the spread of infectious diseases such as COVID-19 is crucial for informed decision-making and resource allocation. A critical component of disease behavior is the velocity with which disease spreads, defined as the rate of…
Modeling and inferring spatial relationships and predicting missing values of environmental data are some of the main tasks of geospatial statisticians. These routine tasks are accomplished using multivariate geospatial models and the…