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We present the Mixed Likelihood Gaussian process latent variable model (GP-LVM), capable of modeling data with attributes of different types. The standard formulation of GP-LVM assumes that each observation is drawn from a Gaussian…

Machine Learning · Computer Science 2018-11-20 Samuel Murray , Hedvig Kjellström

The current literature in probabilistic forecasting is focused on quantifying the uncertainty of each random variable individually. This leads to the failure in informing about interdependence structure of uncertainty at different locations…

Applications · Statistics 2018-03-14 Faranak Golestaneh , Hoay Beng Gooi

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

In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Parikshit Pareek , Hung D. Nguyen

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

Machine Learning · Computer Science 2020-05-21 J. Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

Short-term forecasting of solar photovoltaic energy (PV) production is important for powerplant management. Ideally these forecasts are equipped with error bars, so that downstream decisions can account for uncertainty. To produce…

Machine Learning · Computer Science 2023-03-31 Sean Nassimiha , Peter Dudfield , Jack Kelly , Marc Peter Deisenroth , So Takao

Observed efficiencies of industrial power plants are often approximated by the square-root formula: $1-\sqrt{T_-/T_+}$, where $T_+ (T_-)$ is the highest (lowest) temperature achieved in the plant. This expression can be derived within…

Statistical Mechanics · Physics 2017-03-09 Ramandeep S. Johal

Multi-output Gaussian processes (MOGP) are probability distributions over vector-valued functions, and have been previously used for multi-output regression and for multi-class classification. A less explored facet of the multi-output…

Machine Learning · Statistics 2015-02-10 Sebastián Gómez-González , Mauricio A. Álvarez , Hernán Felipe García

In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to…

Data Analysis, Statistics and Probability · Physics 2017-12-05 Zhiwen Wang , Chen Shen , Feng Liu

Ensemble weather forecasts based on multiple runs of numerical weather prediction models typically show systematic errors and require post-processing to obtain reliable forecasts. Accurately modeling multivariate dependencies is crucial in…

Atmospheric and Oceanic Physics · Physics 2024-02-02 Jieyu Chen , Tim Janke , Florian Steinke , Sebastian Lerch

We consider the problem of estimating the unobserved amount of photovoltaic (PV) generation and demand in a power distribution network starting from measurements of the aggregated power flow at the point of common coupling (PCC) and local…

Systems and Control · Computer Science 2019-01-16 Fabrizio Sossan , Lorenzo Nespoli , Vasco Medici , Mario Paolone

In this paper, the process of forecasting household energy consumption is studied within the framework of the nonparametric Gaussian Process (GP), using multiple short time series data. As we begin to use smart meter data to paint a clearer…

Machine Learning · Computer Science 2020-11-12 Dilusha Weeraddana , Nguyen Lu Dang Khoa , Lachlan O Neil , Weihong Wang , Chen Cai

Solving hydrologic inverse problems usually requires repetitive forward simulations. One approach to mitigate the computational cost is to build a surrogate model, i.e., an approximate mapping from model parameters (input) to observable…

Optimization and Control · Mathematics 2015-06-17 Jiangjiang Zhang , Weixuan Li

This study introduces a novel approach utilizing Gaussian process model predictive control (MPC) to stabilize the output voltage of a polymer electrolyte fuel cell (PEFC) system by simultaneously regulating hydrogen and airflow rates. Two…

Systems and Control · Electrical Eng. & Systems 2024-03-26 Xiufei Li , Miao Zhang , Yuanxin Qi , Miao Yang

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

Machine learning models trained with structural health monitoring data have become a powerful tool for system identification. This paper presents a physics-informed Gaussian process (GP) model for Timoshenko beam elements. The model is…

Machine Learning · Computer Science 2023-09-22 Gledson Rodrigo Tondo , Sebastian Rau , Igor Kavrakov , Guido Morgenthal

Energy-harvesting systems in complex flow environments, such as floating offshore wind turbines, tidal turbines, and ground-fixed turbines in axial gusts, encounter unsteady streamwise flow conditions that affect their power generation and…

Fluid Dynamics · Physics 2023-07-19 Nathaniel J. Wei , John O. Dabiri

We introduce a novel algorithm for controlling linear time invariant systems in a tracking problem. The controller is based on a Gaussian Process (GP) whose realizations satisfy a system of linear ordinary differential equations with…

Optimization and Control · Mathematics 2025-08-01 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

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

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…

Machine Learning · Computer Science 2025-02-04 Oliver Hamelijnck , Arno Solin , Theodoros Damoulas
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