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We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…

Computation · Statistics 2019-04-24 Linda S. L. Tan , Victor M. H. Ong , David J. Nott , Ajay Jasra

The Random Phase and Amplitude Formalism (RPA) has significantly extended the scope of weak turbulence studies. Because RPA does not assume any proximity to the Gaussianity in the wavenumber space, it can predict, for example, how the…

Chaotic Dynamics · Physics 2014-01-15 Mitsuhiro Tanaka , Naoto Yokoyama

Gaussian process regression is widely applied in computational science and engineering for surrogate modeling owning to its kernel-based and probabilistic nature. In this work, we propose a Bayesian approach that integrates the variability…

Machine Learning · Computer Science 2025-01-03 Dongwei Ye , Weihao Yan , Christoph Brune , Mengwu Guo

The identification of the constrained dynamics of mechanical systems is often challenging. Learning methods promise to ease an analytical analysis, but require considerable amounts of data for training. We propose to combine insights from…

Machine Learning · Computer Science 2020-09-16 A. Rene Geist , Sebastian Trimpe

A practical approach to evaluate performance of a Gaussian process regression models (GPR) for irregularly sampled sparse time-series is introduced. The approach entails construction of a secondary autoregressive model using the fine scale…

Methodology · Statistics 2016-11-10 Mehmet Süzen , Abed Ajraou

This paper is concerned with the problem of recovering a structured signal from a relatively small number of corrupted random measurements. Sharp phase transitions have been numerically observed in practice when different convex programming…

Information Theory · Computer Science 2021-01-05 Zhongxing Sun , Wei Cui , Yulong Liu

Friction modeling has always been a challenging problem due to the complexity of real physical systems. Although a few state-of-the-art structured data-driven methods show their efficiency in nonlinear system modeling, deterministic…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Rui Dai , Giulio Evangelisti , Sandra Hirche

We propose a new method for implementing process tomography that is based on the information extracted from temporal correlations between observables, rather than on state preparation and state tomography. As such, the approach is…

Quantum Physics · Physics 2013-04-10 Ran Ber , Shmuel Marcovitch , Oded Kenneth , Benni Reznik

The paper addresses the problem of passivation of a class of nonlinear systems where the dynamics are unknown. For this purpose, we use the highly flexible, data-driven Gaussian process regression for the identification of the unknown…

Systems and Control · Computer Science 2018-11-19 Thomas Beckers , Sandra Hirche

Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…

Robotics · Computer Science 2020-02-20 Mouhyemen Khan , Abhijit Chatterjee

In this paper we consider the inverse problem of vibro-acoustography, a technique for enhancing ultrasound imaging by making use of nonlinear effects. It amounts to determining two spatially variable coefficients in a system of PDEs…

Numerical Analysis · Mathematics 2023-03-31 Barbara Kaltenbacher ans teresa Rauscher

Gaussian Processes (GPs) has experienced tremendous success in geoscience in general and for bio-geophysical parameter retrieval in the last years. GPs constitute a solid Bayesian framework to formulate many function approximation problems…

Vibrational properties of molecular crystals are constantly used as structural fingerprints, in order to identify both the chemical nature and the structural arrangement of molecules. The simulation of these properties is typically very…

Computational Physics · Physics 2019-10-09 Nathaniel Raimbault , Andrea Grisafi , Michele Ceriotti , Mariana Rossi

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Edge transport barriers (ETBs) in magnetically confined fusion plasmas, commonly known as pedestals, play a crucial role in achieving high confinement plasmas. However, their defining characteristic, a steep rise in plasma pressure over…

An active dissipative process organizes auditory frequency analysis in the mammalian cochlea. A minimal active beam model reveals that a spatially varying viscous coupling operator, $\partial_{xx}\kappa\partial_{xx}$, generates dissipative…

Biological Physics · Physics 2026-02-06 Yasuki Murakami

Posterior distributions on parameters computed from experimental data using Bayesian techniques are only as accurate as the models used to construct them. In many applications these models are incomplete, which both reduces the prospects of…

General Relativity and Quantum Cosmology · Physics 2015-06-23 Christopher J. Moore , Jonathan R. Gair

The accuracy of Bayesian inference can be negatively affected by the use of inaccurate forward models. In the case of gravitational-wave inference, accurate but computationally expensive waveform models are sometimes substituted with faster…

Instrumentation and Methods for Astrophysics · Physics 2024-04-02 Miaoxin Liu , Xiao-Dong Li , Alvin J. K. Chua

Wireless power transfer (WPT) with coupled resonators offers a promising solution for the seamless powering of electronic devices. Interactive design approaches that visualize the magnetic field and power transfer efficiency based on system…

Applied Physics · Physics 2025-10-23 Yuichi Honjo , Cedric Caremel , Ken Takaki , Yuta Noma , Yoshihiro Kawahara , Takuya Sasatani

I derive the pointwise conditional means and variances of an arbitrary Gauss-Markov process, given noisy observations of points on a sample path. These moments depend on the process's mean and covariance functions, and on the conditional…

Statistics Theory · Mathematics 2024-04-02 Benjamin Davies
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