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Gaussian process modeling is a standard tool for building emulators for computer experiments, which are usually used to study deterministic functions, for example, a solution to a given system of partial differential equations. This work…

Statistics Theory · Mathematics 2021-10-01 Wenjia Wang

Understanding which concepts models can and cannot represent has been fundamental to many tasks: from effective and responsible use of models to detecting out of distribution data. We introduce Gaussian process probes (GPP), a unified and…

Machine Learning · Computer Science 2023-11-07 Zi Wang , Alexander Ku , Jason Baldridge , Thomas L. Griffiths , Been Kim

Probability Quantification (PQ) predictions of the efficacy of safety-critical protective systems is challenging. Yet, the popularity of PQ methodologies (e.g., Probabilistic Risk Assessment (PRA), Quantitative Risk Analysis (QRA) and…

Systems and Control · Electrical Eng. & Systems 2022-03-10 Martin Wortman , Ernest Kee , Pranav Kannan

The increasing integration of renewable energy sources (RESs) and distributed energy resources (DERs) has significantly heightened operational complexity and uncertainty in modern power systems. Concurrently, the widespread deployment of…

Systems and Control · Electrical Eng. & Systems 2025-05-26 Bendong Tan , Tong Su , Yu Weng , Ketian Ye , Parikshit Pareek , Petr Vorobev , Hung Nguyen , Junbo Zhao , Deepjyoti Deka

Probabilistic graphical models are a fundamental tool in probabilistic modeling, machine learning and artificial intelligence. They allow us to integrate in a natural way expert knowledge, physical modeling, heterogeneous and correlated…

Machine Learning · Statistics 2021-07-20 Panagiota Birmpa , Jinchao Feng , Markos A. Katsoulakis , Luc Rey-Bellet

The rapid growth of the wind energy sector underscores the urgent need to optimize turbine operations and ensure effective maintenance through early fault detection systems. While traditional empirical and physics-based models offer…

Renewable energy sources provide a constantly increasing contribution to the total energy production worldwide. However, the power generation from these sources is highly variable due to their dependence on meteorological conditions.…

Applications · Statistics 2019-03-05 Thordis Thorarinsdottir , Anders Løland , Alex Lenkoski

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

We address uncertainty quantification for Gaussian processes (GPs) under misspecified priors, with an eye towards Bayesian Optimization (BO). GPs are widely used in BO because they easily enable exploration based on posterior uncertainty…

Machine Learning · Statistics 2021-03-03 Willie Neiswanger , Aaditya Ramdas

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its…

Computation · Statistics 2025-12-15 Jinglai Li , Hongqiao Wang

Uncertainties influencing the dynamical systems pose a significant challenge in estimating the achievable performance of a controller aiming to control such uncertain systems. When the uncertainties are of stochastic nature, obtaining hard…

Systems and Control · Electrical Eng. & Systems 2025-07-22 Venkatraman Renganathan

Prior beliefs about the latent function to shape inductive biases can be incorporated into a Gaussian Process (GP) via the kernel. However, beyond kernel choices, the decision-making process of GP models remains poorly understood. In this…

Machine Learning · Computer Science 2023-06-07 Maximilian P. Niroomand , Luke Dicks , Edward O. Pyzer-Knapp , David J. Wales

The relative balance between physics and data within any physics-informed machine learner is an important modelling consideration to ensure that the benefits of both physics and data-based approaches are maximised. An over reliance on…

Machine Learning · Computer Science 2025-06-16 Daniel James Pitchforth , Matthew Rhys Jones , Samuel John Gibson , Elizabeth Jane Cross

Model Predictive Control evolved as the state of the art paradigm for safety critical control tasks. Control-as-Inference approaches thereof model the constrained optimization problem as a probabilistic inference problem. The constraints…

Optimization and Control · Mathematics 2025-11-21 Jörn Tebbe , Andreas Besginow , Markus Lange-Hegermann

The transition from conventional methods of energy production to renewable energy production necessitates better prediction models of the upcoming supply of renewable energy. In wind power production, error in forecasting production is…

Machine Learning · Computer Science 2021-08-24 Alagappan Swaminathan , Venkatakrishnan Sutharsan , Tamilselvi Selvaraj

Folding uncertainty in theoretical models into Bayesian parameter estimation is necessary in order to make reliable inferences. A general means of achieving this is by marginalizing over model uncertainty using a prior distribution…

General Relativity and Quantum Cosmology · Physics 2016-03-04 Christopher J. Moore , Christopher P. L. Berry , Alvin J. K. Chua , Jonathan R. Gair

The automated construction of coarse-grained models represents a pivotal component in computer simulation of physical systems and is a key enabler in various analysis and design tasks related to uncertainty quantification. Pertinent methods…

Machine Learning · Statistics 2019-09-11 Constantin Grigo , Phaedon-Stelios Koutsourelakis

Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in…

Systems and Control · Electrical Eng. & Systems 2022-09-22 Alexander von Rohr , Matthias Neumann-Brosig , Sebastian Trimpe

While the Graybox characterization method allows for implicit noise models and is platform-agnostic, the method lacks uncertainty quantification. Characterization of quantum devices is a crucial process that enables researchers to gain…

Quantum Physics · Physics 2025-09-30 Poramet Pathumsoot , Michal Hajdušek , Rodney Van Meter

Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…