Related papers: Scalable nonparametric Bayesian learning for heter…

We propose the multistep port-Hamiltonian Gaussian process (MS-PHS GP) to learn physically consistent continuous-time dynamics and a posterior over the Hamiltonian from noisy, irregularly-sampled trajectories. By placing a GP prior on the…

Embedding non-restrictive prior knowledge, such as energy conservation laws, into learning methods is a key motive to construct physically consistent dynamics models from limited data, relevant for, e.g., model-based control. Recent work…

This paper proposes a probabilistic Bayesian formulation for system identification (ID) and estimation of nonseparable Hamiltonian systems using stochastic dynamic models. Nonseparable Hamiltonian systems arise in models from diverse…

The Dynamical Gaussian Process Latent Variable Models provide an elegant non-parametric framework for learning the low dimensional representations of the high-dimensional time-series. Real world observational studies, however, are often…

There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…

High dimensional time series are endemic in applications of machine learning such as robotics (sensor data), computational biology (gene expression data), vision (video sequences) and graphics (motion capture data). Practical nonlinear…

Motion prediction of road users in traffic scenes is critical for autonomous driving systems that must take safe and robust decisions in complex dynamic environments. We present a novel motion prediction system for autonomous driving. Our…

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

We develop an approach for Bayesian learning of spatiotemporal dynamical mechanistic models. Such learning consists of statistical emulation of the mechanistic system that can efficiently interpolate the output of the system from arbitrary…

Appropriate modeling of a surveillance scene is essential for detection of anomalies in road traffic. Learning usual paths can provide valuable insight into road traffic conditions and thus can help in identifying unusual routes taken by…

Maneuvering target tracking is a challenging problem for sensor systems because of the unpredictability of the targets' motions. This paper proposes a novel data-driven method for learning the dynamical motion model of a target.…

Heterogeneous nature of the vehicular networks, which results from the co-existence of human-driven, semi-automated, and fully autonomous vehicles, is a challenging phenomenon toward the realization of the intelligent transportation systems…

One of the challenges in model-based control of stochastic dynamical systems is that the state transition dynamics are involved, and it is not easy or efficient to make good-quality predictions of the states. Moreover, there are not many…

Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…

Gaussian processes are Bayesian non-parametric models used in many areas. In this work, we propose a Non-stationary Heteroscedastic Gaussian process model which can be learned with gradient-based techniques. We demonstrate the…

In this work, we introduce a generalized framework for multiscale state-space modeling that incorporates nested nonlinear dynamics, with a specific focus on Bayesian learning under switching regimes. Our framework captures the complex…

Detecting dynamic patterns of task-specific responses shared across heterogeneous datasets is an essential and challenging problem in many scientific applications in medical science and neuroscience. In our motivating example of rodent…

We propose a heterogeneous simultaneous graphical dynamic linear model (H-SGDLM), which extends the standard SGDLM framework to incorporate a heterogeneous autoregressive realised volatility (HAR-RV) model. This novel approach creates a…

We propose a novel Bayesian framework for changepoint detection in large-scale spherical spatiotemporal data, with broad applicability in environmental and climate sciences. Our approach models changepoints as spatially dependent…

In this paper, we explore the class of the Hidden Semi-Markov Model (HSMM), a flexible extension of the popular Hidden Markov Model (HMM) that allows the underlying stochastic process to be a semi-Markov chain. HSMMs are typically used less…