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Related papers: MOGPTK: The Multi-Output Gaussian Process Toolkit

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Multi-output Gaussian processes (MOGPs) are an extension of Gaussian Processes (GPs) for predicting multiple output variables (also called channels, tasks) simultaneously. In this paper we use the convolution theorem to design a new kernel…

Machine Learning · Computer Science 2021-10-11 Kai Chen , Twan van Laarhoven , Perry Groot , Jinsong Chen , Elena Marchiori

Multi-output Gaussian process (MOGP) regression allows modelling dependencies among multiple correlated response variables. Similarly to standard Gaussian processes, MOGPs are sensitive to model misspecification and outliers, which can…

Multi-output Gaussian processes (MOGPs) have been introduced to deal with multiple tasks by exploiting the correlations between different outputs. Generally, MOGPs models assume a flat correlation structure between the outputs. However,…

Machine Learning · Computer Science 2023-09-01 Chunchao Ma , Arthur Leroy , Mauricio Alvarez

The Multi-Output Gaussian Process is is a popular tool for modelling data from multiple sources. A typical choice to build a covariance function for a MOGP is the Linear Model of Coregionalization (LMC) which parametrically models the…

Machine Learning · Computer Science 2025-06-13 Xiaoyu Jiang , Sokratia Georgaka , Magnus Rattray , Mauricio A. Álvarez

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

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

Early approaches to multiple-output Gaussian processes (MOGPs) relied on linear combinations of independent, latent, single-output Gaussian processes (GPs). This resulted in cross-covariance functions with limited parametric interpretation,…

Machine Learning · Statistics 2017-11-07 Gabriel Parra , Felipe Tobar

Multi-Output Gaussian Processes (MOGPs) provide a principled probabilistic framework for modelling correlated outputs but face scalability bottlenecks when applied to datasets with high-dimensional output spaces. To maintain tractability,…

Machine Learning · Computer Science 2026-05-29 Xiaoyu Jiang , Xinxing Shi , Sokratia Georgaka , Magnus Rattray , Mauricio A Álvarez

Multi-output Gaussian processes (MOGP) are probability distributions over vector-valued functions, and have been previously used for multi-output regression and for multi-class classification. A less explored facet of the multi-output…

Machine Learning · Statistics 2015-02-10 Sebastián Gómez-González , Mauricio A. Álvarez , Hernán Felipe García

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

In learning from demonstrations, it is often desirable to adapt the behavior of the robot as a function of the variability retrieved from human demonstrations and the (un)certainty encoded in different parts of the task. In this paper, we…

Robotics · Computer Science 2019-10-14 Noémie Jaquier , David Ginsbourger , Sylvain Calinon

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Methodology · Statistics 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt

Multitask Gaussian processes (MTGP) are the Gaussian process (GP) framework's solution for multioutput regression problems in which the $T$ elements of the regressors cannot be considered conditionally independent given the observations.…

Machine Learning · Computer Science 2022-08-26 Óscar García-Hinde , Vanessa Gómez-Verdejo , Manel Martínez-Ramón

Gaussian processes (GP) are a versatile tool in machine learning and computational science. We here consider the case of multi-output Gaussian processes (MOGP) and present low-rank approaches for efficiently computing the posterior mean of…

Numerical Analysis · Mathematics 2025-05-01 Sebastian Esche , Martin Stoll

This document serves to complement our website which was developed with the aim of exposing the students to Gaussian Processes (GPs). GPs are non-parametric Bayesian regression models that are largely used by statisticians and geospatial…

Machine Learning · Computer Science 2018-09-07 Kshitij Tiwari

Multi-output Gaussian processes (MOGPs) leverage the flexibility and interpretability of GPs while capturing structure across outputs, which is desirable, for example, in spatio-temporal modelling. The key problem with MOGPs is their…

Machine Learning · Statistics 2020-07-20 Wessel P. Bruinsma , Eric Perim , Will Tebbutt , J. Scott Hosking , Arno Solin , Richard E. Turner

Gaussian process (GP) is a powerful modeling method with applications in machine learning for various engineering and non-engineering fields. Despite numerous benefits of modeling using GPs, the computational complexity associated with GPs…

Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations…

Machine Learning · Statistics 2017-10-24 Vladimir Feinberg , Li-Fang Cheng , Kai Li , Barbara E Engelhardt

This tutorial provides a systematic introduction to Gaussian process learning-based model predictive control (GP-MPC), an advanced approach integrating Gaussian process (GP) with model predictive control (MPC) for enhanced control in…

Robotics · Computer Science 2024-04-08 Jie Wang , Youmin Zhang

Gaussian Processes (GPs) are flexible, nonparametric Bayesian models widely used for regression and classification because of their ability to capture complex data patterns and quantify predictive uncertainty. However, the O(n^3)…

Machine Learning · Computer Science 2026-01-14 Hua Huang , Tianshi Xu , Yuanzhe Xi , Edmond Chow
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