Related papers: Multi-resolution Multi-task Gaussian Processes

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth GPs, each defined over an element of a…

Multitask Gaussian processes (MTGP) are the Gaussian process (GP) framework's solution for multioutput regression problems in which the $T$ elements of the regressors cannot be considered conditionally independent given the observations.…

Multi-output Gaussian process (MOGP) regression allows modelling dependencies among multiple correlated response variables. Similarly to standard Gaussian processes, MOGPs are sensitive to model misspecification and outliers, which can…

Modern engineering and scientific workflows often require simultaneous predictions across related tasks and fidelity levels, where high-fidelity data is scarce and expensive, while low-fidelity data is more abundant. This paper introduces…

This paper presents a novel extension of multi-task Gaussian Cox processes for modeling multiple heterogeneous correlated tasks jointly, e.g., classification and regression, via multi-output Gaussian processes (MOGP). A MOGP prior over the…

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…

The transition to a smarter grid is empowered by enhanced sensor deployments and smart metering infrastructure in the distribution system. Measurements from these sensors and meters can be used for many applications, including distribution…

Recent advances in sensing and imaging technologies have enabled the collection of high-dimensional spatiotemporal data across complex geometric domains. However, effective modeling of such data remains challenging due to irregular spatial…

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…

Aggregate data often appear in various fields such as socio-economics and public security. The aggregate data are associated not with points but with supports (e.g., spatial regions in a city). Since the supports may have various…

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…

It is a common practice in the machine learning community to assume that the observed data are noise-free in the input attributes. Nevertheless, scenarios with input noise are common in real problems, as measurements are never perfectly…

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…

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…

The multiresolution Gaussian process (GP) has gained increasing attention as a viable approach towards improving the quality of approximations in GPs that scale well to large-scale data. Most of the current constructions assume full…

Coverage control is essential for the optimal deployment of agents to monitor or cover areas with sensory demands. While traditional coverage involves single-task robots, increasing autonomy now enables multitask operations. This paper…

In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ…

Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…

Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…