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Environmental sensors are crucial for monitoring weather conditions and the impacts of climate change. However, it is challenging to place sensors in a way that maximises the informativeness of their measurements, particularly in remote…

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

Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

Computation · Statistics 2026-05-29 Samanyu Arora , Christopher J. Geoga

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…

Systems and Control · Computer Science 2012-08-13 Marc Peter Deisenroth , Ryan Turner , Marco F. Huber , Uwe D. Hanebeck , Carl Edward Rasmussen

This paper introduces a novel method to estimate distance fields from noisy point clouds using Gaussian Process (GP) regression. Distance fields, or distance functions, gained popularity for applications like point cloud registration,…

Robotics · Computer Science 2023-12-21 Cedric Le Gentil , Othmane-Latif Ouabi , Lan Wu , Cedric Pradalier , Teresa Vidal-Calleja

Global Navigation Satellite System (GNSS) is pervasive in navigation and positioning applications, where precise position and time referencing estimations are required. Conventional methods for GNSS positioning involve a two-step process,…

Signal Processing · Electrical Eng. & Systems 2023-08-11 Haoqing Li , Shuo Tang , Peng Wu , Pau Closas

High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…

Statistics Theory · Mathematics 2023-05-11 Yinan Shen , Jingyang Li , Jian-Feng Cai , Dong Xia

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

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 accurate predictions and principled uncertainty measures provided by GP regression incur O(n^3) cost which is prohibitive for modern-day large-scale applications. This has motivated extensive work on computationally efficient…

Machine Learning · Statistics 2023-12-29 Robert Allison , Anthony Stephenson , Samuel F , Edward Pyzer-Knapp

Noise is a consequence of acquiring and pre-processing data from the environment, and shows fluctuations from different sources---e.g., from sensors, signal processing technology or even human error. As a machine learning technique, Genetic…

Neural and Evolutionary Computing · Computer Science 2017-07-05 Luis F. Miranda , Luiz Otavio V. B. Oliveira , Joao Francisco B. S. Martins , Gisele L. Pappa

This paper introduces a Gaussian process (GP)-based method for extended object estimation (EOE) in integrated sensing and communication (ISAC) scenarios, representing a promising approach to enhance environmental awareness beyond the…

Signal Processing · Electrical Eng. & Systems 2026-05-27 M. Ertug Pihtili , Ossi Kaltiokallio , Julia Equi , Jukka Talvitie , Elena Simona Lohan , Ertugrul Basar , Mikko Valkama

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

We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic…

Machine Learning · Statistics 2020-03-03 Xiong Lyu , Mickael Binois , Michael Ludkovski

The availability of the Global Positioning System (GPS) trajectory data is increasing along with the availability of different GPS receivers and with the increasing use of various mobility services. GPS trajectory is an important data…

Signal Processing · Electrical Eng. & Systems 2024-01-04 Necip Enes Gengec , Ergin Tari

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

We present a novel method for inferring ground-truth signal from multiple degraded signals, affected by different amounts of sensor exposure. The algorithm learns a multiplicative degradation effect by performing iterative corrections of…

Machine Learning · Computer Science 2020-09-08 Luka Kolar , Rok Šikonja , Lenart Treven

Many datasets are in the form of tables of binned data. Performing regression on these data usually involves either reading off bin heights, ignoring data from neighbouring bins or interpolating between bins thus over or underestimating the…

Machine Learning · Statistics 2019-05-21 Michael Thomas Smith , Mauricio A Alvarez , Neil D Lawrence

Resource-efficient and robust validation of systems designed to measure a multi-dimensional parameter space is an unsolved problem as it would require millions of test permutations for comprehensive validation coverage. In the paper, an…

Applications · Statistics 2024-04-24 C. Bujard , E. Neufeld , M. Douglas , J. Wiart , N. Kuster