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Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

Machine Learning · Computer Science 2023-05-03 Cheng Chang , Tieyong Zeng

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

The design and structure of generalized predictive control (GPC) are not simple and intuitive. The performance analysis does not deeply analyze how the controller parameters affect the system characteristics and the relationship between the…

Systems and Control · Electrical Eng. & Systems 2023-11-07 Feilong Zhang

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Machine Learning · Computer Science 2021-11-12 Antti Honkela , Laila Melkas

Sparse variational Gaussian processes (GPs) construct tractable posterior approximations to GP models. At the core of these methods is the assumption that the true posterior distribution over training function values ${\bf f}$ and inducing…

Machine Learning · Computer Science 2025-06-27 Michalis K. Titsias

Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…

Machine Learning · Computer Science 2025-02-25 Lulu Kang , Minshen Xu

A robotic system which approximates the user intention and appropriate complimentary motion is critical for successful human-robot interaction. %While the existing wearable sensors can monitor human movements in real-time, prediction of…

Robotics · Computer Science 2017-07-11 Muriel Lang , Satoshi Endo , Oliver Dunkley , Sandra Hirche

When the dynamics of systems are unknown, supervised machine learning techniques are commonly employed to infer models from data. Gaussian process (GP) regression is a particularly popular learning method for this purpose due to the…

Systems and Control · Electrical Eng. & Systems 2023-05-16 Xiaobing Dai , Armin Lederer , Zewen Yang , Sandra Hirche

We propose an iterative method to safely learn the unmodeled dynamics of a nonlinear system using Bayesian Gaussian process (GP) models with polynomial kernel functions. The method maintains safety by ensuring that the system state stays…

Systems and Control · Electrical Eng. & Systems 2020-04-03 Alex Devonport , He Yin , Murat Arcak

The Gaussian process (GP) is a nonparametric prior distribution over functions indexed by time, space, or other high-dimensional index set. The GP is a flexible model yet its limitation is given by its very nature: it can only model…

Machine Learning · Statistics 2019-07-15 Gonzalo Rios , Felipe Tobar

Evaluating distance to collision for robot manipulators is useful for assessing the feasibility of a robot configuration or for defining safe robot motion in unpredictable environments. However, distance estimation is a timeconsuming…

Robotics · Computer Science 2020-06-01 Nikhil Das , Michael C. Yip

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

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…

Machine Learning · Computer Science 2022-02-08 Hamed Jalali , Gjergji Kasneci

Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…

Machine Learning · Statistics 2025-09-23 Fernando Llorente , Daniel Waxman , Sanket Jantre , Nathan M. Urban , Susan E. Minkoff

We study the problem of safe learning and exploration in sequential control problems. The goal is to safely collect data samples from operating in an environment, in order to learn to achieve a challenging control goal (e.g., an agile…

Machine Learning · Computer Science 2020-06-30 Anqi Liu , Guanya Shi , Soon-Jo Chung , Anima Anandkumar , Yisong Yue

Despite the widespread utilization of Gaussian process models for versatile nonparametric modeling, they exhibit limitations in effectively capturing abrupt changes in function smoothness and accommodating relationships with heteroscedastic…

Machine Learning · Statistics 2023-09-01 Taehee Lee , Jun S. Liu

Angular data are commonly encountered in settings with a directional or orientational component. Regressing an angular response on real-valued features requires intrinsically capturing the circular or spherical manifold the data lie on, or…

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