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Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

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

Gaussian Process (GP) regression is shown to be effective for learning unknown dynamics, enabling efficient and safety-aware control strategies across diverse applications. However, existing GP-based model predictive control (GP-MPC)…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Manish Prajapat , Johannes Köhler , Amon Lahr , Andreas Krause , Melanie N. Zeilinger

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Machine Learning · Computer Science 2020-04-28 Martin Trapp , Robert Peharz , Franz Pernkopf , Carl E. Rasmussen

Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…

Optimization and Control · Mathematics 2025-07-22 Nishant Gadde

In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Mathieu Dubied , Amon Lahr , Melanie N. Zeilinger , Johannes Köhler

Sparse variational Gaussian processes (GPs) construct tractable posterior approximations to GP models. At the core of these methods is the assumption that the true posterior distribution over training function values ${\bf f}$ and inducing…

Machine Learning · Computer Science 2025-06-27 Michalis K. Titsias

Robustness is a key requirement for widespread deployment of machine learning algorithms, and has received much attention in both statistics and computer science. We study a natural model of robustness for high-dimensional statistical…

Machine Learning · Computer Science 2020-06-03 Pranjal Awasthi , Xue Chen , Aravindan Vijayaraghavan

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Computation · Statistics 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…

Machine Learning · Computer Science 2024-10-10 Jinwen Xu , Qin Lu , Georgios B. Giannakis

Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

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 processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Gaussian processes (GPs) are used to make medical and scientific decisions, including in cardiac care and monitoring of atmospheric carbon dioxide levels. Notably, the choice of GP kernel is often somewhat arbitrary. In particular,…

The reliability of deep learning algorithms is fundamentally challenged by the existence of adversarial examples, which are incorrectly classified inputs that are extremely close to a correctly classified input. We explore the properties of…

Machine Learning · Statistics 2021-07-23 Giacomo De Palma , Bobak T. Kiani , Seth Lloyd

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…