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Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Computation · Statistics 2021-03-08 Karla Monterrubio-Gómez , Sara Wade

Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…

Machine Learning · Computer Science 2021-06-25 Francesca Cairoli , Ginevra Carbone , Luca Bortolussi

This work presents a Gaussian Process (GP) modeling method to predict statistical characteristics of injury kinematics responses using Human Body Models (HBM) more accurately and efficiently. We validate the GHBMC model against a 50\%tile…

Applications · Statistics 2025-04-04 Changmin Baek , Junik Cho , Dongjin Lee

Model selection aims to find the best model in terms of accuracy, interpretability or simplicity, preferably all at once. In this work, we focus on evaluating model performance of Gaussian process models, i.e. finding a metric that provides…

Machine Learning · Computer Science 2024-03-15 Andreas Besginow , Jan David Hüwel , Thomas Pawellek , Christian Beecks , Markus Lange-Hegermann

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

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…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

We revisit closed-loop performance guarantees for Model Predictive Control in the deterministic and stochastic cases, which extend to novel performance results applicable to receding horizon control of Partially Observable Markov Decision…

Optimization and Control · Mathematics 2020-05-01 Martin A. Sehr , Robert R. Bitmead

This paper is concerned with a data-driven technique for constructing finite Markov decision processes (MDPs) as finite abstractions of discrete-time stochastic control systems with unknown dynamics while providing formal closeness…

Systems and Control · Electrical Eng. & Systems 2022-06-30 Abolfazl Lavaei , Sadegh Soudjani , Emilio Frazzoli , Majid Zamani

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

Machine Learning · Statistics 2020-01-31 Gonzalo Rios

The widespread use of Markov Chain Monte Carlo (MCMC) methods for high-dimensional applications has motivated research into the scalability of these algorithms with respect to the dimension of the problem. Despite this, numerous problems…

Computation · Statistics 2024-10-21 Ardjen Pengel , Jun Yang , Zhou Zhou

The last two decades have seen a major expansion in the availability, size, and precision of time-domain datasets in astronomy. Owing to their unique combination of flexibility, mathematical simplicity and comparative robustness, Gaussian…

Instrumentation and Methods for Astrophysics · Physics 2022-11-11 Suzanne Aigrain , Daniel Foreman-Mackey

In this paper, we propose a probabilistic physics-guided framework, termed Physics-guided Deep Markov Model (PgDMM). The framework targets the inference of the characteristics and latent structure of nonlinear dynamical systems from…

Machine Learning · Computer Science 2022-05-26 Wei Liu , Zhilu Lai , Kiran Bacsa , Eleni Chatzi

Safety is a critical issue in learning-based robotic and autonomous systems as learned information about their environments is often unreliable and inaccurate. In this paper, we propose a risk-aware motion control tool that is robust…

Robotics · Computer Science 2020-03-06 Astghik Hakobyan , Insoon Yang

The Gaussian process state space model (GPSSM) is a non-linear dynamical system, where unknown transition and/or measurement mappings are described by GPs. Most research in GPSSMs has focussed on the state estimation problem, i.e.,…

Machine Learning · Statistics 2017-11-08 Stefanos Eleftheriadis , Thomas F. W. Nicholson , Marc Peter Deisenroth , James Hensman

For autonomous mobile robots, uncertainties in the environment and system model can lead to failure in the motion planning pipeline, resulting in potential collisions. In order to achieve a high level of robust autonomy, these robots should…

Robotics · Computer Science 2024-02-05 Nicholas Mohammad , Jacob Higgins , Nicola Bezzo

Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…

Chemical Physics · Physics 2015-06-17 Frank Noe , Hao Wu , Jan-Hendrik Prinz , Nuria Plattner

Coarse-grained (CG) models can provide computationally efficient and conceptually simple characterizations of soft matter systems. While generic models probe the underlying physics governing an entire family of free-energy landscapes,…

Soft Condensed Matter · Physics 2019-08-15 Joseph F. Rudzinski

In this paper, we develop approximate dynamic programming methods for stochastic systems modeled as Markov Decision Processes, given both soft performance criteria and hard constraints in a class of probabilistic temporal logic called…

Optimization and Control · Mathematics 2018-10-08 Lening Li , Jie Fu

Data-driven approaches achieve remarkable results for the modeling of complex dynamics based on collected data. However, these models often neglect basic physical principles which determine the behavior of any real-world system. This…

Systems and Control · Electrical Eng. & Systems 2023-05-17 Thomas Beckers , Jacob Seidman , Paris Perdikaris , George J. Pappas

Gaussian process (GP) methods have been widely studied recently, especially for large-scale systems with big data and even more extreme cases when data is sparse. Key advantages of these methods consist in: 1) the ability to provide…

Methodology · Statistics 2024-09-13 Chenyi Lyu , Xingchi Liu , Lyudmila Mihaylova
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