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When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…

Signal Processing · Electrical Eng. & Systems 2021-11-08 Alejandro J. Ordóñez-Conejo , Armin Lederer , Sandra Hirche

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

Machine Learning · Statistics 2020-01-31 Gonzalo Rios

Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of deterministic vector-valued inputs and the corresponding…

Systems and Control · Computer Science 2018-09-26 Maxim Dolgov , Uwe D. Hanebeck

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

In audio signal processing, probabilistic time-frequency models have many benefits over their non-probabilistic counterparts. They adapt to the incoming signal, quantify uncertainty, and measure correlation between the signal's amplitude…

Signal Processing · Electrical Eng. & Systems 2019-02-13 William J. Wilkinson , Michael Riis Andersen , Joshua D. Reiss , Dan Stowell , Arno Solin

The equations of motion in a macroscopically inhomogeneous porous medium saturated by a fluid are derived. As a first verification of the validity of these equations, a two-layer rigid frame porous system considered as one single porous…

Gaussian states, operations, and measurements are central building blocks for continuous-variable quantum information processing which paves the way for abundant applications, especially including network-based quantum computation and…

Quantum Physics · Physics 2021-07-06 Mengzhen Zhang

The paper considers the problem of estimating the parameters in a continuous time regression model with a non-Gaussian noise of pulse type. The noise is specified by the Ornstein-Uhlenbeck process driven by the mixture of a Brownian motion…

Statistics Theory · Mathematics 2019-09-17 Evgeny Pchelintsev

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

This study discusses acoustic dissipation, which contributes to inaccuracies in impedance tube measurements. To improve the accuracy of these measurements, this paper introduces a transfer function model that integrates diverse dissipation…

Classical Physics · Physics 2024-03-27 Ziqi Chen , Ning Xiang

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…

Machine Learning · Statistics 2017-05-08 Maziar Raissi

Gaussian processes (GPs) provide a powerful framework for extrapolation, interpolation, and noise removal in regression and classification. This paper considers constraining GPs to arbitrarily-shaped domains with boundary conditions. We…

Machine Learning · Statistics 2019-04-11 Arno Solin , Manon Kok

Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it…

Machine Learning · Statistics 2019-07-16 Simo Särkkä

The use of Gaussian processes (GPs) is a common approach to account for correlated noise in exoplanet time series, particularly for transmission and emission spectroscopy. This analysis has typically been performed for each wavelength…

Earth and Planetary Astrophysics · Physics 2024-06-05 Mark Fortune , Neale P. Gibson , Daniel Foreman-Mackey , Thomas M. Evans-Soma , Cathal Maguire , Swaetha Ramkumar

This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…

Numerical Analysis · Mathematics 2020-07-20 Aretha L Teckentrup

In a common experimental setting, the behaviour of a noisy dynamical system is monitored in response to manipulations of one or more control parameters. Here, we introduce a structured model to describe parametric changes in qualitative…

Dynamical Systems · Mathematics 2018-07-05 Gergo Bohner , Maneesh Sahani

Gaussian quantum channels are relevant operations in continuous variable systems. In general, given an arbitrary state, the action on it is well-known provided that the quantum channels are completely characterized. In this work, we…

Quantum Physics · Physics 2025-05-20 Jonas F. G. Santos , Carlos H. S. Vieira , Wilder R. Cardoso

Audio domain transfer is the process of modifying audio signals to match characteristics of a different domain, while retaining the original content. This paper investigates the potential of Gaussian Flow Bridges, an emerging approach in…

Audio and Speech Processing · Electrical Eng. & Systems 2024-05-31 Eloi Moliner , Sebastian Braun , Hannes Gamper

Minimum energy paths for transitions such as atomic and/or spin rearrangements in thermalized systems are the transition paths of largest statistical weight. Such paths are frequently calculated using the nudged elastic band method, where…

In this work, we develop Gaussian process regression (GPR) models of hyperelastic material behavior. First, we consider the direct approach of modeling the components of the Cauchy stress tensor as a function of the components of the Finger…

Machine Learning · Statistics 2019-12-24 Ari Frankel , Reese Jones , Laura Swiler