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Satellite-based positioning system such as GPS often suffers from large amount of noise that degrades the positioning accuracy dramatically especially in real-time applications. In this work, we consider a data-mining approach to enhance…

Machine Learning · Statistics 2019-06-05 Ming Lin , Xiaomin Song , Qi Qian , Hao Li , Liang Sun , Shenghuo Zhu , Rong Jin

We present a Gaussian regression method for time series with missing data and stationary residuals of unknown power spectral density (PSD). The missing data are efficiently estimated by their conditional expectation as in universal Kriging,…

General Relativity and Quantum Cosmology · Physics 2016-08-31 Quentin Baghi , Gilles Métris , Joël Bergé , Bruno Christophe , Pierre Touboul , Manuel Rodrigues

Probabilistic models are often used to make predictions in regions of the data space where no observations are available, but it is not always clear whether such predictions are well-informed by previously seen data. In this paper, we…

Machine Learning · Statistics 2026-02-24 Kurt Butler , Guanchao Feng , Tong Chen , Petar Djuric

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…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

Machine Learning · Statistics 2017-11-15 Hugh Salimbeni , Marc Deisenroth

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Machine Learning · Computer Science 2025-03-04 Sarem Seitz

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Armin Lederer , Jonas Umlauft , Sandra Hirche

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

This paper is centered around the approximation of dynamical systems by means of Gaussian processes. To this end, trajectories of such systems must be collected to be used as training data. The measurements of these trajectories are…

Systems and Control · Electrical Eng. & Systems 2025-04-02 Tobias M. Wolff , Victor G. Lopez , Matthias A. Müller

Survivors of childhood cancer need lifelong monitoring for side effects from radiotherapy. However, longitudinal data from routine monitoring is often infrequently and irregularly sampled, and subject to inaccuracies. Due to this,…

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

Machine Learning · Statistics 2025-02-11 Zhanfeng Wang , Xinyu Li , Hao Ding , Jian Qing Shi

Gaussian processes are used in many machine learning applications that rely on uncertainty quantification. Recently, computational tools for working with these models in geometric settings, such as when inputs lie on a Riemannian manifold,…

Machine Learning · Statistics 2023-10-31 Paul Rosa , Viacheslav Borovitskiy , Alexander Terenin , Judith Rousseau

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

We study the use of a deep Gaussian process (DGP) prior in a general nonlinear inverse problem satisfying certain regularity conditions. We prove that when the data arises from a true parameter $\theta^*$ with a compositional structure, the…

Statistics Theory · Mathematics 2023-12-25 Kweku Abraham , Neil Deo

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

Machine Learning · Computer Science 2012-08-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

In this paper, we present a new statistical approach to the problem of incorporating experimental observations into a mathematical model described by linear partial differential equations (PDEs) to improve the prediction of the state of a…

Analysis of PDEs · Mathematics 2014-05-30 Ngoc-Cuong Nguyen , Jaime Peraire

Over the past decade, a number of algorithms for full-field elastic strain estimation from neutron and X-ray measurements have been published. Many of the recently published algorithms rely on modelling the unknown strain field as a…

Computational Physics · Physics 2020-07-10 A. W. T. Gregg , J. N. Hendriks , C. M. Wensrich , N. O'Dell

In this paper, we investigate Gaussian process regression models where inputs are subject to measurement error. In spatial statistics, input measurement errors occur when the geographical locations of observed data are not known exactly.…

Methodology · Statistics 2015-06-30 Daniel Cervone , Natesh S. Pillai

The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…

Computation · Statistics 2022-04-11 Daniel Sanz-Alonso , Ruiyi Yang

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2012-03-19 Yuan , Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka