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In this paper, we introduce a novel theoretical framework for multi-task regression, applying random matrix theory to provide precise performance estimations, under high-dimensional, non-Gaussian data distributions. We formulate a…
In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…
We present an approach for satisfying state constraints in systems with nonparametric uncertainty by estimating this uncertainty with a real-time-update Gaussian process (GP) model. Notably, new data is incorporated into the model in real…
Gaussian process ($GP$) regression is a widely used non-parametric modeling tool, but its cubic complexity in the training size limits its use on massive data sets. A practical remedy is to predict using only the nearest neighbours of each…
The Linear Model of Co-regionalization (LMC) is a very general multitask gaussian process model for regression or classification. While its expressiveness and conceptual simplicity are appealing, naive implementations have cubic complexity…
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…
In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…
We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…
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…
Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…
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…
We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic…
The kernel function and its hyperparameters are the central model selection choice in a Gaussian proces (Rasmussen and Williams, 2006). Typically, the hyperparameters of the kernel are chosen by maximising the marginal likelihood, an…
In this paper, we present an extension to the recursive Gaussian Process (RGP) regression that enables the satisfaction of inequality constraints and is well suited for a real-time execution in control applications. The soft inequality…
Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…
In this paper, we apply multi-task Gaussian Process (MT-GP) to show that the adsorption energy of small adsorbates on transition metal surfaces can be modeled to a high level of fidelity using data from multiple sources, taking advantage of…
Low-rank tensor regression, a new model class that learns high-order correlation from data, has recently received considerable attention. At the same time, Gaussian processes (GP) are well-studied machine learning models for structure…
Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…
Sparse variational Gaussian process (GP) approximations based on inducing points have become the de facto standard for scaling GPs to large datasets, owing to their theoretical elegance, computational efficiency, and ease of implementation.…
We propose a novel probabilistic framework, termed LVM-GP, for uncertainty quantification in solving forward and inverse partial differential equations (PDEs) with noisy data. The core idea is to construct a stochastic mapping from the…