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We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…
An important issue in model-based control design is that an accurate dynamic model of the system is generally nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based…
We study a large-scale patrol problem with state-dependent costs and multi-agent coordination.We consider heterogeneous agents, rather general reward functions, and the capabilities of tracking agents' trajectories.Given the complexity and…
This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…
This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…
Survivors of childhood cancer need lifelong monitoring for side effects from radiotherapy. However, longitudinal data from routine monitoring is often infrequently and irregularly sampled, and subject to inaccuracies. Due to this,…
Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from…
Gaussian processes (GPs) are widely used as distributions of random effects in linear mixed models, which are fit using the restricted likelihood or the closely-related Bayesian analysis. This article addresses two problems. First, we…
Active learning of physical systems must commonly respect practical safety constraints, which restricts the exploration of the design space. Gaussian Processes (GPs) and their calibrated uncertainty estimations are widely used for this…
Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…
We consider the stochastic bandit problem with a continuous set of arms, with the expected reward function over the arms assumed to be fixed but unknown. We provide two new Gaussian process-based algorithms for continuous bandit…
This paper proposes a novel framework for addressing the challenge of autonomous overtaking and obstacle avoidance, which incorporates the overtaking path planning into Gaussian Process-based model predictive control (GPMPC). Compared with…
We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…
This paper proposes an active learning-based Gaussian process (AL-GP) metamodelling method to estimate the cumulative as well as complementary cumulative distribution function (CDF/CCDF) for forward uncertainty quantification (UQ) problems.…
Additive-interactive regression has recently been shown to offer attractive minimax error rates over traditional nonparametric multivariate regression in a wide variety of settings, including cases where the predictor count is much larger…
Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…
Doubly-stochastic point processes model the occurrence of events over a spatial domain as an inhomogeneous Poisson process conditioned on the realization of a random intensity function. They are flexible tools for capturing spatial…
Automating the customer analytics process is crucial for companies that manage distinct customer bases. In such data-rich and dynamic environments, visualization plays a key role in understanding events of interest. These ideas have led to…
This study introduces a novel theoretical framework for analyzing heteroscedastic Gaussian processes (HGPs) that identify unknown systems in a data-driven manner. Although HGPs effectively address the heteroscedasticity of noise in complex…
Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…