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We propose a machine learning framework for parameter estimation of single mode Gaussian quantum states. Under a Bayesian framework, our approach estimates parameters of suitable prior distributions from measured data. For phase-space…

Quantum Physics · Physics 2021-08-16 Neel Kanth Kundu , Matthew R. McKay , Ranjan K. Mallik

In applications of Gaussian processes where quantification of uncertainty is of primary interest, it is necessary to accurately characterize the posterior distribution over covariance parameters. This paper proposes an adaptation of the…

Methodology · Statistics 2015-09-04 Maurizio Filippone , Raphael Engler

Gaussian processes provide probabilistic surrogates for various applications including classification, uncertainty quantification, and optimization. Using a gradient-enhanced covariance matrix can be beneficial since it provides a more…

Optimization and Control · Mathematics 2023-07-13 André L. Marchildon , David W. Zingg

We propose a novel actor-critic, model-free reinforcement learning algorithm which employs a Bayesian method of parameter space exploration to solve environments. A Gaussian process is used to learn the expected return of a policy given the…

Machine Learning · Computer Science 2020-03-03 Ashish Rao , Bidipta Sarkar , Tejas Narayanan

We propose a dynamical scaling analysis improved by a deep learning approach. While Gaussian process regression has been widely employed for estimating scaling parameters, its computational cost for parameter optimization becomes a…

Statistical Mechanics · Physics 2026-05-18 Yusuke Terasawa , Yukiyasu Ozeki

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

The gradient descent approach is the key ingredient in variational quantum algorithms and machine learning tasks, which is an optimization algorithm for finding a local minimum of an objective function. The quantum versions of gradient…

Quantum Physics · Physics 2022-04-19 Jin-Min Liang , Shi-Jie Wei , Shao-Ming Fei

We propose a novel method for maximum likelihood-based parameter inference in nonlinear and/or non-Gaussian state space models. The method is an iterative procedure with three steps. At each iteration a particle filter is used to estimate…

Computation · Statistics 2016-03-22 Johan Dahlin , Fredrik Lindsten

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

High-precision measurements require optimal setups and analysis tools to achieve continuous improvements. Systematic corrections need to be modeled with high accuracy and known uncertainty to reconstruct underlying physical phenomena. To…

Data Analysis, Statistics and Probability · Physics 2022-05-31 Max Lamparth , Mattis Bestehorn , Bastian Märkisch

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

Methodology · Statistics 2026-05-12 Jiuhai Chen , Lulu Kang , Guang Lin

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

Gaussian Process Regression (GPR) is widely used for inferring functions from noisy data. GPR crucially relies on the choice of a kernel, which might be specified in terms of a collection of hyperparameters that must be chosen or learned.…

Numerical Analysis · Mathematics 2025-06-16 P. Michael Kielstra , Michael Lindsey

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…

Machine Learning · Computer Science 2024-09-20 Shifan Zhao , Jiaying Lu , Ji Yang , Edmond Chow , Yuanzhe Xi

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

This paper considers the problem of optimal estimation for linear system with the measurement vector subject to arbitrary corruption by an adversarial agent. This problem is relevant to cyber-physical systems where, due to the tight…

Optimization and Control · Mathematics 2019-08-09 Olugbenga Moses Anubi , Charalambos Konstantinou , Rodney Roberts

Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Classical solutions such that Kalman filter and Particle filter are introduced in this report. Gaussian processes have been introduced as…

Information Theory · Computer Science 2010-11-04 Mr. Chong Han , Dr. Ido Nevat , Dr. Gareth Peters , Prof. Jinhong Yuan

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…

Machine Learning · Statistics 2021-08-26 Nick Terry , Youngjun Choe