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Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable…

Multi-task learning has shown to significantly enhance the performance of multiple related learning tasks in a variety of situations. We present the fused logistic regression, a sparse multi-task learning approach for binary classification.…

Machine Learning · Statistics 2013-12-31 Venelin Mitov , Manfred Claassen

Multi-task learning (MTL) aims to improve generalization performance by learning multiple related tasks simultaneously. While sometimes the underlying task relationship structure is known, often the structure needs to be estimated from data…

In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…

Robotics · Computer Science 2014-12-02 Sean Anderson , Timothy D. Barfoot , Chi Hay Tong , Simo Särkkä

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

Recent state-of-the-art forecasting methods are trained on collections of time series. These methods, often referred to as global models, can capture common patterns in different time series to improve their generalization performance.…

Machine Learning · Computer Science 2024-04-30 Vitor Cerqueira , Nuno Moniz , Ricardo Inácio , Carlos Soares

Physics-constrained machine learning is emerging as an important topic in the field of machine learning for physics. One of the most significant advantages of incorporating physics constraints into machine learning methods is that the…

Machine Learning · Computer Science 2022-09-07 Anh Tran , Kathryn Maupin , Theron Rodgers

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…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…

Methodology · Statistics 2025-10-02 Alexis Romero , Kyle Cranmer , Daniel Whiteson

The wide adoption of Convolutional Neural Networks (CNNs) in applications where decision-making under uncertainty is fundamental, has brought a great deal of attention to the ability of these models to accurately quantify the uncertainty in…

Machine Learning · Statistics 2018-05-29 Gia-Lac Tran , Edwin V. Bonilla , John P. Cunningham , Pietro Michiardi , Maurizio Filippone

Learning time-series models is useful for many applications, such as simulation and forecasting. In this study, we consider the problem of actively learning time-series models while taking given safety constraints into account. For…

Machine Learning · Computer Science 2024-02-12 Christoph Zimmer , Mona Meister , Duy Nguyen-Tuong

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

This paper proposes a new optimal control synthesis algorithm for multi-robot systems under global temporal logic tasks. Existing planning approaches under global temporal goals rely on graph search techniques applied to a product automaton…

Robotics · Computer Science 2018-06-21 Yiannis Kantaros , Michael M. Zavlanos

Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Lars Bartels , Amon Lahr , Andrea Carron , Melanie N. Zeilinger

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

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

Machine Learning · Statistics 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…

Machine Learning · Statistics 2021-11-04 Andrés F. López-Lopera , François Bachoc , Nicolas Durrande , Olivier Roustant

This paper deals with motion planning for multiple agents by representing the problem as a simultaneous optimization of every agent's trajectory. Each trajectory is considered as a sample from a one-dimensional continuous-time Gaussian…

Robotics · Computer Science 2018-06-21 Luka Petrović , Ivan Marković , Marija Seder

This tutorial provides a systematic introduction to Gaussian process learning-based model predictive control (GP-MPC), an advanced approach integrating Gaussian process (GP) with model predictive control (MPC) for enhanced control in…

Robotics · Computer Science 2024-04-08 Jie Wang , Youmin Zhang

This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the…

Machine Learning · Statistics 2013-10-04 Peter Kovesarki , Ian C. Brock