Related papers: MAGMA: Inference and Prediction with Multi-Task Ga…
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)…
Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…
This paper proposes an extension of principal component analysis for Gaussian process (GP) posteriors, denoted by GP-PCA. Since GP-PCA estimates a low-dimensional space of GP posteriors, it can be used for meta-learning, which is a…
Non-stationary time series with non-linear trends are frequently encountered in applications. We consider here the feasibility of accurately forecasting the signals of multiple such time series considering jointly when the number of…
Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…
Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…
Conditional density estimation is complicated by multimodality, heteroscedasticity, and strong non-Gaussianity. Gaussian processes (GPs) provide a principled nonparametric framework with calibrated uncertainty, but standard GP regression is…
Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…
Continuous-time trajectory representations are a powerful tool that can be used to address several issues in many practical simultaneous localization and mapping (SLAM) scenarios, like continuously collected measurements distorted by robot…
In this paper we introduce a novel framework for making exact nonparametric Bayesian inference on latent functions, that is particularly suitable for Big Data tasks. Firstly, we introduce a class of stochastic processes we refer to as…
Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…
Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…
Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…
Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…
We formulate Ensemble-Conditional Gaussian Processes (Ens-CGP), a finite-dimensional synthesis that centers ensemble-based inference on the conditional Gaussian law. Conditional Gaussian processes (CGP) arise directly from Gaussian…
Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…
Robotic tasks which involve uncertainty--due to variation in goal, environment configuration, or confidence in task model--may require human input to instruct or adapt the robot. In tasks with physical contact, several existing methods for…
The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…
Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…
Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…