Related papers: Monotonic Gaussian process for physics-constrained…

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

In this paper, we propose a Gaussian Process (GP) emulator for the calculation of a) tomographic weak lensing band-power spectra, and b) coefficients of summary data massively compressed with the MOPED algorithm. In the former case…

Discrete automated processes in industrial and cyber-physical systems often exhibit a repetitive structure in which successive repetitions follow a common trajectory while differing in duration, amplitude, and fine-scale dynamics. Such…

Computational models of complex physical systems often rely on simplifying assumptions which inevitably introduce model error, with consequent predictive errors. Given data on model observables, the estimation of parameterized model-error…

We propose a class of intrinsic Gaussian processes (in-GPs) for interpolation, regression and classification on manifolds with a primary focus on complex constrained domains or irregular shaped spaces arising as subsets or submanifolds of…

Many control tasks can be formulated as a tracking problem of a known or unknown reference signal. Examples are movement compensation in collaborative robotics, the synchronisation of oscillations for power systems or reference tracking of…

Fitting a theoretical model to experimental data in a Bayesian manner using Markov chain Monte Carlo typically requires one to evaluate the model thousands (or millions) of times. When the model is a slow-to-compute physics simulation,…

We propose a method for learning constraints represented as Gaussian processes (GPs) from locally-optimal demonstrations. Our approach uses the Karush-Kuhn-Tucker (KKT) optimality conditions to determine where on the demonstrations the…

Purely data driven approaches for machine learning present difficulties when data is scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to…

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…

Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Data in many applications follows systems of Ordinary Differential Equations (ODEs). This paper presents a novel algorithmic and symbolic construction for covariance functions of Gaussian Processes (GPs) with realizations strictly following…

A multi-output Gaussian process (GP) is introduced as a model for the joint posterior distribution of the local predictive ability of set of models and/or experts, conditional on a vector of covariates, from historical predictions in the…

Bayesian modelling of dynamic systems must achieve a compromise between providing a complete mechanistic specification of the process while retaining the flexibility to handle those situations in which data is sparse relative to model…

Gaussian processes (GPs) are powerful models for human-in-the-loop experiments due to their flexibility and well-calibrated uncertainty. However, GPs modeling human responses typically ignore auxiliary information, including a priori domain…

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…