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Approximations to Gaussian processes based on inducing variables, combined with variational inference techniques, enable state-of-the-art sparse approaches to infer GPs at scale through mini batch-based learning. In this work, we address…

Machine Learning · Statistics 2021-07-21 Gia-Lac Tran , Dimitrios Milios , Pietro Michiardi , Maurizio Filippone

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Armin Lederer , Jonas Umlauft , Sandra Hirche

While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that…

Machine Learning · Statistics 2016-11-21 Quang Minh Hoang , Trong Nghia Hoang , Kian Hsiang Low

Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…

Methodology · Statistics 2025-07-08 Sofia L. Vega , Rachel C. Nethery

Gaussian processes (GPs) are popular nonparametric statistical models for learning unknown functions and quantifying the spatiotemporal uncertainty in data. Recent works have extended GPs to model scalar and vector quantities distributed…

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Machine Learning · Statistics 2019-09-12 Christian Agrell

In this work, we present a novel approach to system identification for dynamical systems, based on a specific class of Deep Gaussian Processes (Deep GPs). These models are constructed by interconnecting linear dynamic GPs (equivalent to…

Machine Learning · Statistics 2025-02-11 Alessio Benavoli , Dario Piga , Marco Forgione , Marco Zaffalon

An important issue in quadcopter control is that an accurate dynamic model of the system is nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based estimation is an…

Systems and Control · Electrical Eng. & Systems 2021-12-23 Yuhan Liu , Roland Tóth

Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a…

Machine Learning · Statistics 2017-11-15 Thang D. Bui , Cuong V. Nguyen , Richard E. Turner

Dynamic behavior of traffic adversely affect the performance of the prediction models in intelligent transportation applications. This study applies Gaussian processes (GPs) to traffic speed prediction. Such predictions can be used by…

Applications · Statistics 2020-11-25 Gurcan Comert

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2012-03-19 Yuan , Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

An important issue in model-based control design is that an accurate dynamic model of the system is generally nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Yuhan Liu , Pengyu Wang , Roland Tóth

Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…

Machine Learning · Computer Science 2021-07-16 Bahram Jafrasteh , Carlos Villacampa-Calvo , Daniel Hernández-Lobato

Graph-structured data is a type of data to be obtained associated with a graph structure where vertices and edges describe some kind of data correlation. This paper proposes a regression method on graph-structured data, which is based on…

Machine Learning · Computer Science 2025-05-23 Ayano Nakai-Kasai , Tadashi Wadayama

The vast quantity of information brought by big data as well as the evolving computer hardware encourages success stories in the machine learning community. In the meanwhile, it poses challenges for the Gaussian process (GP) regression, a…

Machine Learning · Statistics 2019-04-10 Haitao Liu , Yew-Soon Ong , Xiaobo Shen , Jianfei Cai

Gaussian processes (GPs) can provide a principled approach to uncertainty quantification with easy-to-interpret kernel hyperparameters, such as the lengthscale, which controls the correlation distance of function values. However, selecting…

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

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

We derive a Matern Gaussian process (GP) on the vertices of a hypergraph. This enables estimation of regression models of observed or latent values associated with the vertices, in which the correlation and uncertainty estimates are…

Machine Learning · Statistics 2021-06-04 Thomas Pinder , Kathryn Turnbull , Christopher Nemeth , David Leslie

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…