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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

We formulate Ensemble-Conditional Gaussian Processes (Ens-CGP), a finite-dimensional synthesis that centers ensemble-based inference on the conditional Gaussian law. Conditional Gaussian processes (CGP) arise directly from Gaussian…

Statistics Theory · Mathematics 2026-02-17 Sai Ravela , Jae Deok Kim , Kenneth Gee , Xingjian Yan , Samson Mercier , Lubna Albarghouty , Anamitra Saha

In this paper we introduce a novel framework for making exact nonparametric Bayesian inference on latent functions, that is particularly suitable for Big Data tasks. Firstly, we introduce a class of stochastic processes we refer to as…

Machine Learning · Statistics 2016-08-22 Yves-Laurent Kom Samo , Stephen Roberts

Deep Gaussian processes (DGPs) provide a Bayesian non-parametric alternative to standard parametric deep learning models. A DGP is formed by stacking multiple GPs resulting in a well-regularized composition of functions. The Bayesian…

Machine Learning · Statistics 2018-06-06 Vinayak Kumar , Vaibhav Singh , P. K. Srijith , Andreas Damianou

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…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…

Methodology · Statistics 2021-04-15 Chiwoo Park

Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

Discrete automated processes in industrial and cyber-physical systems often exhibit a repetitive structure in which successive repetitions follow a common trajectory while differing in duration, amplitude, and fine-scale dynamics. Such…

Machine Learning · Statistics 2026-05-14 Elias Reich , Saverio Messineo , Stefan Huber

Gaussian processes (GPs) are flexible distributions over functions that enable high-level assumptions about unknown functions to be encoded in a parsimonious, flexible and general way. Although elegant, the application of GPs is limited by…

Machine Learning · Statistics 2017-10-06 Thang D. Bui , Josiah Yan , Richard E. Turner

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

Machine Learning · Computer Science 2020-05-21 J. Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Jilles van Hulst , Roy van Zuijlen , Duarte Antunes , W. P. M. H. , Heemels

Locally weighted regression was created as a nonparametric learning method that is computationally efficient, can learn from very large amounts of data and add data incrementally. An interesting feature of locally weighted regression is…

Machine Learning · Computer Science 2014-02-05 Franziska Meier , Philipp Hennig , Stefan Schaal

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

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

Machine Learning · Statistics 2017-11-15 Hugh Salimbeni , Marc Deisenroth

We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution…

Computation · Statistics 2009-12-25 Ryan Prescott Adams , Iain Murray , David J. C. MacKay

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Muzaffar Qureshi , Tochukwu Elijah Ogri , Zachary I. Bell , Wanjiku A. Makumi , Rushikesh Kamalapurkar

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

Deep Gaussian processes (DGPs), a hierarchical composition of GP models, have successfully boosted the expressive power of their single-layer counterpart. However, it is impossible to perform exact inference in DGPs, which has motivated the…

Machine Learning · Computer Science 2021-05-27 Haibin Yu , Dapeng Liu , Yizhou Chen , Bryan Kian Hsiang Low , Patrick Jaillet

In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…

Robotics · Computer Science 2014-12-02 Sean Anderson , Timothy D. Barfoot , Chi Hay Tong , Simo Särkkä