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An important issue in model-based control design is that an accurate dynamic model of the system is generally nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based…

In the realm of the cooperative control of multi-agent systems (MASs) with unknown dynamics, Gaussian process (GP) regression is widely used to infer the uncertainties due to its modeling flexibility of nonlinear functions and the existence…

Gaussian process (GP) modulated Cox processes are widely used to model point patterns. Existing approaches require a mapping (link function) between the unconstrained GP and the positive intensity function. This commonly yields solutions…

This paper introduces a novel family of geostatistical models designed to capture complex features beyond the reach of traditional Gaussian processes. The proposed family, termed the Poisson-Gaussian Mixture Process (POGAMP), is…

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

We apply Gaussian process (GP) regression, which provides a powerful non-parametric probabilistic method of relating inputs to outputs, to survival data consisting of time-to-event and covariate measurements. In this context, the covariates…

Hawkes process models are used in settings where past events increase the likelihood of future events occurring. Many applications record events as counts on a regular grid, yet discrete-time Hawkes models remain comparatively underused and…

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

For point patterns observed in natura, spatial heterogeneity is more the rule than the exception. In numerous applications, this can be mathematically handled by the flexible class of log Gaussian Cox processes (LGCPs); in brief, a LGCP is…

Recently there has been an increasing interest in the multivariate Gaussian process (MGP) which extends the Gaussian process (GP) to deal with multiple outputs. One approach to construct the MGP and account for non-trivial commonalities…

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…

Gaussian processes (GPs) furnish accurate nonlinear predictions with well-calibrated uncertainty. However, the typical GP setup has a built-in stationarity assumption, making it ill-suited for modeling data from processes with sudden…

Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…

Often in machine learning, data are collected as a combination of multiple conditions, e.g., the voice recordings of multiple persons, each labeled with an ID. How could we build a model that captures the latent information related to these…

This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Forecasting costs is now a front burner in empirical economics. We propose an unconventional tool for stochastic prediction of future expenses based on the individual (micro) developments of recorded events. Consider a firm, enterprise,…

Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes…

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…