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Bayesian optimization is a class of global optimization techniques. In Bayesian optimization, the underlying objective function is modeled as a realization of a Gaussian process. Although the Gaussian process assumption implies a random…

Statistics Theory · Mathematics 2023-05-08 Rui Tuo , Wenjia Wang

Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…

Machine Learning · Computer Science 2024-08-29 Harris Papadopoulos

We present the first framework for Gaussian-process-modulated Poisson processes when the temporal data appear in the form of panel counts. Panel count data frequently arise when experimental subjects are observed only at discrete time…

Machine Learning · Statistics 2018-03-13 Hongyi Ding , Young Lee , Issei Sato , Masashi Sugiyama

In this work, we consider the inverse problem of reconstructing the internal structure of an object from limited x-ray projections. We use a Gaussian process prior to model the target function and estimate its (hyper)parameters from…

Computer Vision and Pattern Recognition · Computer Science 2019-07-04 Zenith Purisha , Carl Jidling , Niklas Wahlström , Simo Särkkä , Thomas B. Schön

In the last few years there is an unprecedented progress in the increase of the power conversion efficiency of perovskite solar cells. Evidently, further advances of the efficiency of these devices will depend on the constraints imposed by…

We propose a graph spectrum-based Gaussian process for prediction of signals defined on nodes of the graph. The model is designed to capture various graph signal structures through a highly adaptive kernel that incorporates a flexible…

Machine Learning · Computer Science 2020-10-29 Yin-Cong Zhi , Yin Cheng Ng , Xiaowen Dong

X-ray imaging can be efficiently used for high-throughput in-line inspection of industrial products. However, designing a system that satisfies industrial requirements and achieves high accuracy is a challenging problem. The effect of many…

Image and Video Processing · Electrical Eng. & Systems 2024-01-31 Vladyslav Andriiashen , Robert van Liere , Tristan van Leeuwen , K. Joost Batenburg

High-precision measurements require optimal setups and analysis tools to achieve continuous improvements. Systematic corrections need to be modeled with high accuracy and known uncertainty to reconstruct underlying physical phenomena. To…

Data Analysis, Statistics and Probability · Physics 2022-05-31 Max Lamparth , Mattis Bestehorn , Bastian Märkisch

Gaussian Process Regression is a popular nonparametric regression method based on Bayesian principles that provides uncertainty estimates for its predictions. However, these estimates are of a Bayesian nature, whereas for some important…

Machine Learning · Computer Science 2023-08-09 Christian Fiedler , Carsten W. Scherer , Sebastian Trimpe

Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of deterministic vector-valued inputs and the corresponding…

Systems and Control · Computer Science 2018-09-26 Maxim Dolgov , Uwe D. Hanebeck

In order to improve the performance of Bayesian optimisation, we develop a modified Gaussian process upper confidence bound (GP-UCB) acquisition function. This is done by sampling the exploration-exploitation trade-off parameter from a…

Machine Learning · Computer Science 2020-06-09 Julian Berk , Sunil Gupta , Santu Rana , Svetha Venkatesh

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Armin Lederer , Jonas Umlauft , Sandra Hirche

There are so many models in the literature that it is difficult for practitioners to decide which combinations are likely to be effective for a new task. This paper attempts to address this question by capturing relationships among…

Artificial Intelligence · Computer Science 2021-11-08 Jiaji Huang , Qiang Qiu , Kenneth Church

The complex nature of lithium-ion battery degradation has led to many machine learning based approaches to health forecasting being proposed in literature. However, machine learning can be computationally intensive. Linear approaches are…

Systems and Control · Electrical Eng. & Systems 2021-08-02 Samuel Greenbank , David A. Howey

In application areas where data generation is expensive, Gaussian processes are a preferred supervised learning model due to their high data-efficiency. Particularly in model-based control, Gaussian processes allow the derivation of…

Machine Learning · Computer Science 2021-01-15 Armin Lederer , Jonas Umlauft , Sandra Hirche

In this paper, we introduce a novel theoretical framework for Gaussian process regression error analysis, leveraging a function-space decomposition. Based on this framework, we develop a weighted Jacobi iterative method that utilizes…

Numerical Analysis · Mathematics 2026-02-27 Tiantian Sun , Juan Zhang

6D pose confidence region estimation has emerged as a critical direction, aiming to perform uncertainty quantification for assessing the reliability of estimated poses. However, current sampling-based approach suffers from critical…

Computer Vision and Pattern Recognition · Computer Science 2025-07-01 Jinghao Wang , Zhang Li , Zi Wang , Banglei Guan , Yang Shang , Qifeng Yu

Gaussian process is a very promising novel technology that has been applied to both the regression problem and the classification problem. While for the regression problem it yields simple exact solutions, this is not the case for the…

Machine Learning · Statistics 2013-10-18 Amir F. Atiya , Hatem A. Fayed , Ahmed H. Abdel-Gawad

We develop and analyze a method for stochastic simulation optimization based on Gaussian process models within a trust-region framework. We focus on settings where the variance of the objective function is large, making accurate estimation…

Optimization and Control · Mathematics 2026-03-10 Mickael Binois , Jeffrey Larson

We propose a method to optimise the parameters of a policy which will be used to safely perform a given task in a data-efficient manner. We train a Gaussian process model to capture the system dynamics, based on the PILCO framework. Our…

Machine Learning · Statistics 2019-12-03 Kyriakos Polymenakos , Alessandro Abate , Stephen Roberts