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Despite the success of classical traffic flow (e.g., second-order macroscopic) models and data-driven (e.g., Machine Learning - ML) approaches in traffic state estimation, those approaches either require great efforts for parameter…

Machine Learning · Statistics 2022-03-22 Yun Yuan , Zhao Zhang , Xianfeng Terry Yang

In the setting of a recently developed cellular stochastic traffic flow model, it has shown that the joint per-cell vehicle densities, as a function of time, can be accurately approximated by a Gaussian process, which has the attractive…

Optimization and Control · Mathematics 2020-07-16 Michel Mandjes , Jaap Storm

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

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…

Statistics Theory · Mathematics 2014-09-08 James E. Barrett , Anthony C. C. Coolen

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…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

To tackle ever-increasing city traffic congestion problems, researchers have proposed deep learning models to aid decision-makers in the traffic control domain. Although the proposed models have been remarkably improved in recent years,…

Machine Learning · Computer Science 2022-08-10 Hyunwook Lee , Cheonbok Park , Seungmin Jin , Hyeshin Chu , Jaegul Choo , Sungahn Ko

In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models,…

Machine Learning · Statistics 2018-06-05 Haitao Liu , Jianfei Cai , Yi Wang , Yew-Soon Ong

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…

Systems and Control · Computer Science 2020-01-01 Lukas Hewing , Juraj Kabzan , Melanie N. Zeilinger

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

A multi-output Gaussian process (GP) is introduced as a model for the joint posterior distribution of the local predictive ability of set of models and/or experts, conditional on a vector of covariates, from historical predictions in the…

Methodology · Statistics 2024-10-08 Oscar Oelrich , Mattias Villani

Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

Computation · Statistics 2026-05-29 Samanyu Arora , Christopher J. Geoga

Traffic Intersections are vital to urban road networks as they regulate the movement of people and goods. However, they are regions of conflicting trajectories and are prone to accidents. Deep Generative models of traffic dynamics at…

Artificial Intelligence · Computer Science 2025-06-11 Yash Ranjan , Rahul Sengupta , Anand Rangarajan , Sanjay Ranka

There is an increasing popularity in exploiting modern vehicles as mobile sensors to obtain important road information such as potholes, black ice and road profile. Availability of such information has been identified as a key enabler for…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Mohammad R. Hajidavalloo , Zhaojian Li , Xin Xia , Ali Louati , Minghui Zheng , Weichao Zhuang

Autonomous racing creates challenging control problems, but Model Predictive Control (MPC) has made promising steps toward solving both the minimum lap-time problem and head-to-head racing. Yet, accurate models of the system are necessary…

Systems and Control · Electrical Eng. & Systems 2023-11-06 Tommaso Benciolini , Chen Tang , Marion Leibold , Catherine Weaver , Masayoshi Tomizuka , Wei Zhan

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem