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Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it…

Machine Learning · Statistics 2019-07-16 Simo Särkkä

We provide faster algorithms for the problem of Gaussian summation, which occurs in many machine learning methods. We develop two new extensions - an O(Dp) Taylor expansion for the Gaussian kernel with rigorous error bounds and a new error…

Machine Learning · Computer Science 2012-07-02 Dongryeol Lee , Alexander G. Gray

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

Bayesian optimization is an effective technique for black-box optimization, but its applicability is typically limited to low-dimensional and small-budget problems due to the cubic complexity of computing the Gaussian process (GP)…

Machine Learning · Computer Science 2025-12-18 Yunyue Wei , Vincent Zhuang , Saraswati Soedarmadji , Yanan Sui

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

Modern trajectory optimization based approaches to motion planning are fast, easy to implement, and effective on a wide range of robotics tasks. However, trajectory optimization algorithms have parameters that are typically set in advance…

Robotics · Computer Science 2020-03-12 Mohak Bhardwaj , Byron Boots , Mustafa Mukadam

Model predictive control has emerged as an effective approach for real-time optimal control of connected and automated vehicles. However, nonlinear dynamics of vehicle and traffic systems make accurate modeling and real-time optimization…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Yunli Shao

This article proposes a data-driven PID controller design based on the principle of adaptive gain optimization, leveraging Physics-Informed Neural Networks (PINNs) generated for predictive modeling purposes. The proposed control design…

Systems and Control · Electrical Eng. & Systems 2025-10-09 Junsei Ito , Yasuaki Wasa

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 novel gradient-based online optimization framework for solving stochastic programming problems that frequently arise in the context of cyber-physical and robotic systems. Our problem formulation accommodates constraints that…

Machine Learning · Computer Science 2026-01-06 Hao Ma , Melanie Zeilinger , Michael Muehlebach

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

Data compression is a critical technology for large-scale plasma simulations. Storing complete particle information requires Terabyte-scale data storage, and analysis requires ad-hoc scalable post-processing tools. We propose a…

Computational Engineering, Finance, and Science · Computer Science 2025-04-24 Andong Hu , Luca Pennati , Ivy Peng , Stefano Markidis

We derive a single pass algorithm for computing the gradient and Fisher information of Vecchia's Gaussian process loglikelihood approximation, which provides a computationally efficient means for applying the Fisher scoring algorithm for…

Computation · Statistics 2019-05-22 Joseph Guinness

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

Methodology · Statistics 2026-05-12 Jiuhai Chen , Lulu Kang , Guang Lin

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

Recent advances in learning techniques have enabled the modelling of dynamical systems for scientific and engineering applications directly from data. However, in many contexts explicit data collection is expensive and learning algorithms…

Machine Learning · Computer Science 2022-02-11 Steffen Ridderbusch , Christian Offen , Sina Ober-Blöbaum , Paul Goulart

Task learning in neural networks typically requires finding a globally optimal minimizer to a loss function objective. Conventional designs of swarm based optimization methods apply a fixed update rule, with possibly an adaptive step-size…

Machine Learning · Computer Science 2022-11-29 Chandrajit Bajaj , Omatharv Bharat Vaidya , Yi Wang

3DGS employs a large number of Gaussian primitives to fit scenes, resulting in substantial storage and computational overhead. Existing pruning methods rely on manually designed criteria or introduce additional learnable parameters,…

Computer Vision and Pattern Recognition · Computer Science 2025-11-24 Xiaobin Deng , Qiuli Yu , Changyu Diao , Min Li , Duanqing Xu

Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…

Machine Learning · Statistics 2021-08-26 Nick Terry , Youngjun Choe

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang