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Machine learning models play a vital role in time series forecasting. These models, however, often overlook an important element: point uncertainty estimates. Incorporating these estimates is crucial for effective risk management, informed…
Mathematical models of measuring systems and processes play an essential role in metrology and practical measurements. They form the basis for understanding and evaluating measurements, their results and their trustworthiness. Classic…
Numerical relativity (NR) enables the study of physics in strong and dynamical gravitational fields and provides predictions for the gravitational-wave signals produced by merging black holes. Despite the impressive accuracy of modern…
Many supervised machine learning methods have revolutionised the empirical modelling of complex systems. These empirical models, however, are usually "black boxes" and provide only limited physical explanations about the underlying systems.…
We propose a novel functional approach to surrogate modeling of dynamical systems with exogenous inputs. This approach, named Functional Nonlinear AutoRegressive with eXogenous inputs (F-NARX), approximates the system response based on…
Gaussian process regression is increasingly applied for learning unknown dynamical systems. In particular, the implicit quantification of the uncertainty of the learned model makes it a promising approach for safety-critical applications.…
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…
Structured optimization problems are ubiquitous in fields like data science and engineering. The goal in structured optimization is using a prescribed set of points, called atoms, to build up a solution that minimizes or maximizes a given…
Lossy compressors are increasingly adopted in scientific research, tackling volumes of data from experiments or parallel numerical simulations and facilitating data storage and movement. In contrast with the notion of entropy in lossless…
We present a quadrotor dynamics Gaussian Process (GP) with gradient information that achieves real-time inference via state-space partitioning and approximation, and that includes aerodynamic effects using data from mid-fidelity potential…
Operating complex real-world systems, such as soft robots, can benefit from precise predictive control schemes that require accurate state and model knowledge. This knowledge is typically not available in practical settings and must be…
Extreme response assessment is important in the design and operation of engineering structures, and is a crucial part of structural risk and reliability analyses. Structures should be designed in a way that enables them to withstand the…
We propose a modification of a maximum likelihood procedure for tuning parameter values in models, based upon the comparison of their output to field data. Our methodology, which uses polynomial approximations of the sample space to…
In this paper, the problem of estimating the level set of a black-box function from noisy and expensive evaluation queries is considered. A new algorithm for this problem in the Bayesian framework with a Gaussian Process (GP) prior is…
We study the compressible Navier-Stokes system driven by physically relevant transport noise, where the noise influences both the continuity and momentum equations. Our approach is based on transforming the system into a partial…
Offline black-box optimization aims to maximize a black-box function using an offline dataset of designs and their measured properties. Two main approaches have emerged: the forward approach, which learns a mapping from input to its value,…
Coalescing black-hole binaries are expected to be the strongest sources of gravitational waves for ground-based interferometers as well as the space-based interferometer LISA. Recent progress in numerical relativity now makes it possible to…
Physical modeling is critical for many modern science and engineering applications. From a data science or machine learning perspective, where more domain-agnostic, data-driven models are pervasive, physical knowledge -- often expressed as…
Optimizing the configuration and placement of sensors is crucial for reliable fall detection, indoor localization, and activity recognition in assisted living spaces. We propose a novel, sample-efficient approach to find a high-quality…
A computational/analytics framework for assessing the value of drill-hole information in ore grade estimation is described using Gaussian Process and statistics. A distinguishing feature is that it presents both a near-term and long-term…