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Weakly stationary Gaussian processes (GPs) are the principal tool in the statistical approaches to the design and analysis of computer experiments (or Uncertainty Quantification). Such processes are fitted to computer model output using a…

Methodology · Statistics 2019-02-28 Victoria Volodina , Daniel B. Williamson

The recently introduced Gaussian Process State (GPS) provides a highly flexible, compact and physically insightful representation of quantum many-body states based on ideas from the zoo of machine learning approaches. In this work, we give…

Strongly Correlated Electrons · Physics 2020-10-05 Yannic Rath , Aldo Glielmo , George H. Booth

Computer experiments have become ubiquitous in science and engineering. Commonly, runs of these simulations demand considerable time and computing, making experimental design extremely important in gaining high quality information with…

Statistics Theory · Mathematics 2017-05-15 Benjamin Haaland , Wenjia Wang , Vaibhav Maheshwari

Data-based approaches are promising alternatives to the traditional analytical constitutive models for solid mechanics. Herein, we propose a Gaussian process (GP) based constitutive modeling framework, specifically focusing on planar,…

Computational Engineering, Finance, and Science · Computer Science 2022-12-13 Ankush Aggarwal , Bjørn Sand Jensen , Sanjay Pant , Chung-Hao Lee

Engineers are often faced with the decision to select the most appropriate model for simulating the behavior of engineered systems, among a candidate set of models. Experimental monitoring data can generate significant value by supporting…

Applications · Statistics 2023-10-17 Antonios Kamariotis , Eleni Chatzi

Probabilistic forecasting of power consumption in a middle-term horizon (months to a year) is a main challenge in the energy sector. It plays a key role in planning future generation plants and transmission grid. We propose a new model that…

Statistical Finance · Quantitative Finance 2020-10-20 Roberto Baviera , Giuseppe Messuti

In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Parikshit Pareek , Hung D. Nguyen

Decision making often uses complex computer codes run at the exa-scale (10e18 flops). Such computer codes or models are often run in a hierarchy of different levels of fidelity ranging from the basic to the very sophisticated. The top…

Methodology · Statistics 2025-02-25 Louise Kimpton , James Salter , Xiaoyu Xiong , Peter Challenor

There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…

Machine Learning · Computer Science 2021-07-08 Kai Wang , Bryan Wilder , Sze-chuan Suen , Bistra Dilkina , Milind Tambe

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

Machine Learning · Computer Science 2013-09-27 James Hensman , Nicolo Fusi , Neil D. Lawrence

Fast machine learning-based surrogate models are trained to emulate slow, high-fidelity engineering simulation models to accelerate engineering design tasks. This introduces uncertainty as the surrogate is only an approximation of the…

Machine Learning · Statistics 2020-10-08 Paul Westermann , Ralph Evins

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

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

Machine Learning · Computer Science 2026-02-13 Jihao Andreas Lin , Sebastian Ament , Louis C. Tiao , David Eriksson , Maximilian Balandat , Eytan Bakshy

Mathematical models of biological systems are beginning to be used for safety-critical applications, where large numbers of repeated model evaluations are required to perform uncertainty quantification and sensitivity analysis. Most of…

Computation · Statistics 2018-05-28 Sanmitra Ghosh , David J. Gavaghan , Gary R. Mirams

The vast quantity of information brought by big data as well as the evolving computer hardware encourages success stories in the machine learning community. In the meanwhile, it poses challenges for the Gaussian process (GP) regression, a…

Machine Learning · Statistics 2019-04-10 Haitao Liu , Yew-Soon Ong , Xiaobo Shen , Jianfei Cai

Many functions have approximately-known upper and/or lower bounds, potentially aiding the modeling of such functions. In this paper, we introduce Gaussian process models for functions where such bounds are (approximately) known. More…

Machine Learning · Computer Science 2022-10-20 Vu Nguyen , Marc Peter Deisenroth , Michael A. Osborne

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Econometrics · Economics 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

In nuclear and particle physics, reconciling sophisticated simulations with experimental data is vital for understanding complex systems like the Quark Gluon Plasma (QGP) generated in heavy-ion collisions. However, computational demands…

Nuclear Theory · Physics 2026-02-03 Hendrik Roch , Syed Afrid Jahan , Chun Shen