Related papers: Gaussian Process Learning-based Probabilistic Opti…
Although many deep-learning-based super-resolution approaches have been proposed in recent years, because no ground truth is available in the inference stage, few can quantify the errors and uncertainties of the super-resolved results. For…
Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…
Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a…
The increasing integration of renewable energy sources (RESs) and distributed energy resources (DERs) has significantly heightened operational complexity and uncertainty in modern power systems. Concurrently, the widespread deployment of…
This is the second part of a two-part paper on data-based distributionally robust stochastic optimal power flow (OPF). The general problem formulation and methodology have been presented in Part I [1]. Here, we present extensive numerical…
Power grid operators typically solve large-scale, nonconvex optimal power flow (OPF) problems throughout the day to determine optimal setpoints for generators while adhering to physical constraints. Despite being at the heart of many OPF…
Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…
Gaussian process (GP) based Bayesian optimization (BO) is a powerful method for optimizing black-box functions efficiently. The practical performance and theoretical guarantees of this approach depend on having the correct GP hyperparameter…
Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…
Gaussian process state-space models (GP-SSMs) are a very flexible family of models of nonlinear dynamical systems. They comprise a Bayesian nonparametric representation of the dynamics of the system and additional (hyper-)parameters…
As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…
Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…
Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…
Propagating input uncertainty through non-linear Gaussian process (GP) mappings is intractable. This hinders the task of training GPs using uncertain and partially observed inputs. In this paper we refer to this task as "semi-described…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
Probabilistic load flow (PLF) calculation, as a fundamental tool to analyze transmission system behavior, has been studied for decades. Despite a variety of available methods, existing PLF approaches rarely take system control into account.…
Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…
Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…
In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…
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)…