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Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

Kernel-based machine learning approaches are gaining increasing interest for exploring and modeling large dataset in recent years. Gaussian process (GP) is one example of such kernel-based approaches, which can provide very good performance…

Machine Learning · Computer Science 2019-07-09 Yuxin Zhao , Feng Yin , Fredrik Gunnarsson , Fredrik Hultkrantz

This paper presents a performance comparison of different estimation and prediction techniques applied to the problem of tracking multiple robots. The main performance criteria are the magnitude of the estimation or prediction error, the…

Robotics · Computer Science 2026-02-18 Jose Luis Peralta-Cabezas , Miguel Torres-Torriti , Marcelo Guarini-Hermann

This article advocates the use of conformal prediction (CP) methods for Gaussian process (GP) interpolation to enhance the calibration of prediction intervals. We begin by illustrating that using a GP model with parameters selected by…

Machine Learning · Computer Science 2024-07-12 Aurélien Pion , Emmanuel Vazquez

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…

Computation · Statistics 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

Continuous-time batch state estimation using Gaussian processes is an efficient approach to estimate the trajectories of robots over time. In the past, relatively simple physics-motivated priors have been considered for such approaches,…

Robotics · Computer Science 2025-06-04 Sven Lilge , Timothy D. Barfoot

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

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

Autonomous racing is increasingly becoming a proving ground for autonomous vehicle technology at the limits of its current capabilities. The most prominent examples include the F1Tenth racing series, Formula Student Driverless (FSD),…

Robotics · Computer Science 2023-06-07 Jingyun Ning , Madhur Behl

Nonlinear model predictive control (NMPC) is an efficient approach for the control of nonlinear multivariable dynamic systems with constraints, which however requires an accurate plant model. Plant models can often be determined from first…

Systems and Control · Electrical Eng. & Systems 2021-08-17 E. Bradford , L. Imsland , M. Reble , E. A. del Rio-Chanona

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Machine Learning · Statistics 2017-05-08 Maziar Raissi

Autonomous agents must be able to safely interact with other vehicles to integrate into urban environments. The safety of these agents is dependent on their ability to predict collisions with other vehicles' future trajectories for…

Robotics · Computer Science 2020-02-07 Andrew Patterson , Aditya Gahlawat , Naira Hovakimyan

Gaussian processes (GPs) are the main surrogate functions used for sequential modelling such as Bayesian Optimization and Active Learning. Their drawbacks are poor scaling with data and the need to run an optimization loop when using a…

Machine Learning · Computer Science 2022-11-03 Paul E. Chang , Prakhar Verma , ST John , Victor Picheny , Henry Moss , Arno Solin

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

Gaussian process (GP) regression is a Bayesian nonparametric method for regression and interpolation, offering a principled way of quantifying the uncertainties of predicted function values. For the quantified uncertainties to be…

Statistics Theory · Mathematics 2025-08-22 Masha Naslidnyk , Motonobu Kanagawa , Toni Karvonen , Maren Mahsereci

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…

Gaussian processes (GP) are powerful tools for probabilistic modeling purposes. They can be used to define prior distributions over latent functions in hierarchical Bayesian models. The prior over functions is defined implicitly by the mean…

Machine Learning · Statistics 2015-07-16 Jarno Vanhatalo , Jaakko Riihimäki , Jouni Hartikainen , Pasi Jylänki , Ville Tolvanen , Aki Vehtari

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

Machine Learning · Statistics 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen