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Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models, often called emulators. In many situations, the physical…

Probability · Mathematics 2016-06-07 Hassan Maatouk , Xavier Bay

Gaussian processes (GP) provide a prior over functions and allow finding complex regularities in data. Gaussian processes are successfully used for classification/regression problems and dimensionality reduction. In this work we consider…

Machine Learning · Computer Science 2016-11-21 Pavel Izmailov , Dmitry Kropotov

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error…

Machine Learning · Computer Science 2020-05-05 Lukas Hewing , Elena Arcari , Lukas P. Fröhlich , Melanie N. Zeilinger

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

Multiagent Systems · Computer Science 2026-02-13 Sanket A. Salunkhe , George P. Kontoudis

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

Computational models of complex physical systems often rely on simplifying assumptions which inevitably introduce model error, with consequent predictive errors. Given data on model observables, the estimation of parameterized model-error…

Methodology · Statistics 2026-02-23 Mridula Kuppa , Khachik Sargsyan , Marco Panesi , Habib N. Najm

In this paper an efficient and reliable method for stochastic yield estimation is presented. Since one main challenge of uncertainty quantification is the computational feasibility, we propose a hybrid approach where most of the Monte Carlo…

Computational Engineering, Finance, and Science · Computer Science 2020-10-12 Mona Fuhrländer , Sebastian Schöps

Bayesian optimization is an effective method for solving expensive black-box optimization problems. Most existing methods use Gaussian processes (GP) as the surrogate model for approximating the black-box objective function, it is…

Machine Learning · Computer Science 2025-12-23 Wei Peng , Jianchen Hu , Kang Liu , Qiaozhu Zhai

Sensor-based sorting systems enable the physical separation of a material stream into two fractions. The sorting decision is based on the image data evaluation of the sensors used and is carried out using actuators. Various process…

Machine Learning · Computer Science 2025-10-24 Felix Kronenwett , Georg Maier , Thomas Längle

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and…

Machine Learning · Statistics 2018-10-01 Timur Takhtaganov , Juliane Müller

This work is concerned with the use of Gaussian surrogate models for Bayesian inverse problems associated with linear partial differential equations. A particular focus is on the regime where only a small amount of training data is…

Machine Learning · Statistics 2024-06-25 Tianming Bai , Aretha L. Teckentrup , Konstantinos C. Zygalakis

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

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

The multiresolution Gaussian process (GP) has gained increasing attention as a viable approach towards improving the quality of approximations in GPs that scale well to large-scale data. Most of the current constructions assume full…

Machine Learning · Statistics 2019-02-26 Jalil Taghia , Thomas B. Schön

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…

Numerical Analysis · Mathematics 2026-05-19 Christopher Beattie , David Higdon , Leanna House , Colby Stakun-Pickering , Jared Clark

High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…

Computational Physics · Physics 2021-07-14 Adi Hanuka , X. Huang , J. Shtalenkova , D. Kennedy , A. Edelen , V. R. Lalchand , D. Ratner , J. Duris

Inverse design optimization aims to infer system parameters from observed solutions, posing critical challenges across domains such as semiconductor manufacturing, structural engineering, materials science, and fluid dynamics. The lack of…

Artificial Intelligence · Computer Science 2025-10-16 Haoyu Yang , Kamyar Azizzadenesheli , Haoxing Ren

Bayesian optimization has recently attracted the attention of the automatic machine learning community for its excellent results in hyperparameter tuning. BO is characterized by the sample efficiency with which it can optimize expensive…

Machine Learning · Computer Science 2017-07-19 Ruben Martinez-Cantin , Michael McCourt , Kevin Tee

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

Machine Learning · Computer Science 2026-01-13 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski