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Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…

Machine Learning · Statistics 2020-01-22 Haitao Liu , Yew-Soon Ong , Jianfei Cai

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

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

We address the problem of prediction of multivariate data process using an underlying graph model. We develop a method that learns a sparse partial correlation graph in a tuning-free and computationally efficient manner. Specifically, the…

Machine Learning · Statistics 2018-11-19 Arun Venkitaraman , Dave Zachariah

This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that…

Machine Learning · Statistics 2021-10-13 Nicholas Oune , Ramin Bostanabad

Many control tasks can be formulated as a tracking problem of a known or unknown reference signal. Examples are movement compensation in collaborative robotics, the synchronisation of oscillations for power systems or reference tracking of…

Optimization and Control · Mathematics 2019-11-26 Janine Matschek , Andreas Himmel , Kai Sundmacher , Rolf Findeisen

In Gaussian Process (GP) dynamical model learning for robot control, particularly for systems constrained by computational resources like small quadrotors equipped with low-end processors, analyzing stability and designing a stable…

Systems and Control · Electrical Eng. & Systems 2024-06-05 Wenhan Cao , Alexandre Capone , Rishabh Yadav , Sandra Hirche , Wei Pan

This paper introduces an active learning framework for manifold Gaussian Process (GP) regression, combining manifold learning with strategic data selection to improve accuracy in high-dimensional spaces. Our method jointly optimizes a…

Machine Learning · Statistics 2026-05-12 Yuanxing Cheng , Lulu Kang , Yiwei Wang , Chun Liu

In this research we focus on developing a reinforcement learning system for a challenging task: autonomous control of a real-sized boat, with difficulties arising from large uncertainties in the challenging ocean environment and the…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Yunduan Cui , Shigeki Osaki , Takamitsu Matsubara

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…

Systems and Control · Computer Science 2012-08-13 Marc Peter Deisenroth , Ryan Turner , Marco F. Huber , Uwe D. Hanebeck , Carl Edward Rasmussen

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…

Computation · Statistics 2024-09-19 Juliette Mukangango , Amanda Muyskens , Benjamin W. Priest

This study introduces a novel theoretical framework for analyzing heteroscedastic Gaussian processes (HGPs) that identify unknown systems in a data-driven manner. Although HGPs effectively address the heteroscedasticity of noise in complex…

Optimization and Control · Mathematics 2024-10-22 Yuji Ito

Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…

Systems and Control · Computer Science 2014-12-10 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

Computation · Statistics 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

This paper presents an adaptive high performance control method for autonomous miniature race cars. Racing dynamics are notoriously hard to model from first principles, which is addressed by means of a cautious nonlinear model predictive…

Systems and Control · Computer Science 2018-12-19 Lukas Hewing , Alexander Liniger , Melanie N. Zeilinger

We introduce a new class of inter-domain variational Gaussian processes (GP) where data is mapped onto the unit hypersphere in order to use spherical harmonic representations. Our inference scheme is comparable to variational Fourier…

Machine Learning · Statistics 2020-07-01 Vincent Dutordoir , Nicolas Durrande , James Hensman

In this paper, we propose a novel learning-based robust feedback linearization strategy to ensure precise trajectory tracking for an important family of Lagrangian systems. We assume a nominal knowledge of the dynamics is given but no…

Robotics · Computer Science 2025-07-16 Giulio Giacomuzzo , Mohamed Abdelwahab , Marco Calì , Alberto Dalla Libera , Ruggero Carli
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