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We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP)…

Systems and Control · Computer Science 2012-08-13 Marc Peter Deisenroth , Ryan Turner , Marco F. Huber , Uwe D. Hanebeck , Carl Edward Rasmussen

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

Machine Learning · Computer Science 2026-01-13 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski

Signal retrieval from a series of indirect measurements is a common task in many imaging, metrology and characterization platforms in science and engineering. Because most of the indirect measurement processes are well-described by physical…

Image and Video Processing · Electrical Eng. & Systems 2020-08-24 Zheyuan Zhu , Yangyang Sun , Johnathon White , Zenghu Chang , Shuo Pang

Geostatistics is a branch of statistics concerned with stochastic processes over continuous domains, with Gaussian processes (GPs) providing a flexible and principled modelling framework. However, the high computational cost of simulating…

Computation · Statistics 2026-03-20 Flávio B. Gonçalves , Marcos O. Prates , Gareth O. Roberts

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…

Machine Learning · Statistics 2026-05-14 Elias Reich , Saverio Messineo , Stefan Huber

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Applications · Statistics 2015-07-08 Zhixiang Lin , Tao Wang , Can Yang , Hongyu Zhao

Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Machine Learning · Computer Science 2022-02-24 Krista Longi , Jakob Lindinger , Olaf Duennbier , Melih Kandemir , Arto Klami , Barbara Rakitsch

Cooperative online scalar field mapping is an important task for multi-robot systems. Gaussian process regression is widely used to construct a map that represents spatial information with confidence intervals. However, it is difficult to…

Robotics · Computer Science 2024-01-24 Tianyi Ding , Ronghao Zheng , Senlin Zhang , Meiqin Liu

In this study, we introduce a novel analytical Gaussian Process (GP) cosmography methodology, leveraging the differentiable properties of GPs to derive key cosmological quantities analytically. Our approach combines cosmic chronometer (CC)…

Cosmology and Nongalactic Astrophysics · Physics 2024-04-19 Bikash R. Dinda

In this paper, we develop a high-dimensional map building technique that incorporates raw pixelated semantic measurements into the map representation. The proposed technique uses Gaussian Processes (GPs) multi-class classification for map…

Robotics · Computer Science 2017-07-07 Maani Ghaffari Jadidi , Lu Gan , Steven A. Parkison , Jie Li , Ryan M. Eustice

Decentralized baseband processing (DBP) architecture, which partitions the base station antennas into multiple antenna clusters, has been recently proposed to alleviate the excessively high interconnect bandwidth, chip input/output data…

Signal Processing · Electrical Eng. & Systems 2021-05-25 Zhenyu Zhang , Yuanyuan Dong , Keping Long , Xiyuan Wang , Xiaoming Dai

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

Gaussian Processes (GPs), as a nonparametric learning method, offer flexible modeling capabilities and calibrated uncertainty quantification for function approximations. Additionally, GPs support online learning by efficiently incorporating…

Machine Learning · Computer Science 2025-11-18 Zewen Yang , Dongfa Zhang , Xiaobing Dai , Fengyi Yu , Chi Zhang , Bingkun Huang , Hamid Sadeghian , Sami Haddadin

Distributed deep learning has recently been attracting more attention in remote sensing (RS) applications due to the challenges posed by the increased amount of open data that are produced daily by Earth observation programs. However, the…

Computer Vision and Pattern Recognition · Computer Science 2024-01-01 Weiying Xie , Zixuan Wang , Jitao Ma , Daixun Li , Yunsong Li

This paper proposes a novel framework for implicit multi-camera system calibration utilizing Gaussian Process (GP) regression. Conventional explicit calibration methods are constrained by rigid mathematical models and struggle with complex,…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Ivan De Boi , Bart Ribbens , Veronika Golanova , Ursula Kapov , Simon Verspeek

This work considers distributed sensing and transmission of sporadic random samples. Lower bounds are derived for the reconstruction error of a single normally or uniformly-distributed finite-dimensional vector imperfectly measured by a…

Information Theory · Computer Science 2015-11-20 Ayşe Ünsal , Raymond Knopp

Multi-channel imaging data is a prevalent data format in scientific fields such as astronomy and biology. The structured information and the high dimensionality of these 3-D tensor data makes the analysis an intriguing but challenging topic…

Methodology · Statistics 2023-08-15 Hu Sun , Ward Manchester , Meng Jin , Yang Liu , Yang Chen

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…

Machine Learning · Statistics 2018-11-06 Haitao Liu , Jianfei Cai , Yew-Soon Ong , Yi Wang

Gaussian process (GP) models that combine both categorical and continuous input variables have found use in analysis of longitudinal data and computer experiments. However, standard inference for these models has the typical cubic scaling,…

Computation · Statistics 2025-04-10 Juho Timonen , Harri Lähdesmäki
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