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Nonparametric modeling approaches show very promising results in the area of system identification and control. A naturally provided model confidence is highly relevant for system-theoretical considerations to provide guarantees for…

Machine Learning · Computer Science 2018-11-19 Thomas Beckers , Jonas Umlauft , Sandra Hirche

Model Predictive Control (MPC) of an unknown system that is modelled by Gaussian Process (GP) techniques is studied in this paper. Using GP, the variances computed during the modelling and inference processes allow us to take model…

Systems and Control · Computer Science 2016-12-06 Gang Cao , Edmund M-K Lai , Fakhrul Alam

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Machine Learning · Statistics 2019-09-12 Christian Agrell

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

Model Predictive Control evolved as the state of the art paradigm for safety critical control tasks. Control-as-Inference approaches thereof model the constrained optimization problem as a probabilistic inference problem. The constraints…

Optimization and Control · Mathematics 2025-11-21 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

Variational inference has become an increasingly attractive fast alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, a major obstacle to the widespread use of variational methods is the lack of…

Machine Learning · Statistics 2020-03-03 Jonathan H. Huggins , Mikołaj Kasprzak , Trevor Campbell , Tamara Broderick

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

Machine Learning · Computer Science 2021-12-16 Yuya Yoshikawa , Tomoharu Iwata

Many robotic tasks, such as human-robot interactions or the handling of fragile objects, require tight control and limitation of appearing forces and moments alongside sensible motion control to achieve safe yet high-performance operation.…

Robotics · Computer Science 2023-03-09 Janine Matschek , Johanna Bethge , Rolf Findeisen

Uncertainty quantification is essential in safety-critical settings--from autonomous driving to aviation, finance, and health--where decisions must rely on conservative bounds rather than point estimates. Predictor-level intervals (e.g.,…

Machine Learning · Computer Science 2026-05-18 Ruirui Liu , Xuejie Hou , Yiping Jiang , Hui Ren

This paper presents a framework for bounding the approximation error in imitation model predictive controllers utilizing neural networks. Leveraging the Lipschitz properties of these neural networks, we derive a bound that guides dataset…

Systems and Control · Electrical Eng. & Systems 2026-03-27 Hendrik Alsmeier , Lukas Theiner , Anton Savchenko , Ali Mesbah , Rolf Findeisen

Modern aerospace guidance systems demand rigorous constraint satisfaction, optimal performance, and computational efficiency. Traditional analytical methods struggle to simultaneously satisfy these requirements. While data driven methods…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Han Wang , Donghe Chen , Tengjie Zheng , Lin Cheng , Shengping Gong

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…

Machine Learning · Computer Science 2021-04-08 Andrea Patane , Arno Blaas , Luca Laurenti , Luca Cardelli , Stephen Roberts , Marta Kwiatkowska

We investigate Gaussian Universality for data distributions generated via diffusion models. By Gaussian Universality we mean that the test error of a generalized linear model $f(\mathbf{W})$ trained for a classification task on the…

Machine Learning · Statistics 2025-09-30 Reza Ghane , Anthony Bao , Danil Akhtiamov , Babak Hassibi

Bayesian inference allows machine learning models to express uncertainty. Current machine learning models use only a single learnable parameter combination when making predictions, and as a result are highly overconfident when their…

Machine Learning · Computer Science 2022-02-23 Andrew Wood , Moshik Hershcovitch , Daniel Waddington , Sarel Cohen , Peter Chin

The paper addresses the problem of passivation of a class of nonlinear systems where the dynamics are unknown. For this purpose, we use the highly flexible, data-driven Gaussian process regression for the identification of the unknown…

Systems and Control · Computer Science 2018-11-19 Thomas Beckers , Sandra Hirche

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the…

Numerical Analysis · Mathematics 2018-02-14 Simon Arridge , Kazufumi Ito , Bangti Jin , Chen Zhang

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth