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A Gaussian process (GP)-based methodology is proposed to emulate complex dynamical computer models (or simulators). The method relies on emulating the numerical flow map of the system over an initial (short) time step, where the flow map is…

Methodology · Statistics 2024-11-26 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

Clinical patient records are an example of high-dimensional data that is typically collected from disparate sources and comprises of multiple likelihoods with noisy as well as missing values. In this work, we propose an unsupervised…

Machine Learning · Statistics 2021-04-21 Siddharth Ramchandran , Miika Koskinen , Harri Lähdesmäki

We cast motion planning under uncertainty as a stochastic optimal control problem, where the optimal posterior distribution has an explicit form. To approximate this posterior, this work frames an optimization problem in the space of…

Robotics · Computer Science 2026-01-06 Zinuo Chang , Hongzhe Yu , Patricio Vela , Yongxin Chen

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

Machine Learning · Statistics 2020-01-31 Gonzalo Rios

A non-Bayesian, regression-based or generalized least squares (GLS)-based approach is formally proposed to estimate a class of time-varying AR parameter models. This approach has partly been used by Ito et al. (2014, 2016a,b), and is proven…

Methodology · Statistics 2017-12-22 Mikio Ito , Akihiko Noda , Tatsuma Wada

Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a…

Machine Learning · Statistics 2017-11-15 Thang D. Bui , Cuong V. Nguyen , Richard E. Turner

This work presents a Gaussian Process (GP) modeling method to predict statistical characteristics of injury kinematics responses using Human Body Models (HBM) more accurately and efficiently. We validate the GHBMC model against a 50\%tile…

Applications · Statistics 2025-04-04 Changmin Baek , Junik Cho , Dongjin Lee

Latent Gaussian process (GP) models are flexible probabilistic non-parametric function models. Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for large data, and the Laplace approximation is…

Methodology · Statistics 2024-12-09 Pascal Kündig , Fabio Sigrist

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Complex computer codes are often too time expensive to be directly used to perform uncertainty, sensitivity, optimization and robustness analyses. A widely accepted method to circumvent this problem consists in replacing cpu-time expensive…

Statistics Theory · Mathematics 2017-04-25 Bertrand Iooss , Amandine Marrel

Continuous-time trajectory representations are a powerful tool that can be used to address several issues in many practical simultaneous localization and mapping (SLAM) scenarios, like continuously collected measurements distorted by robot…

Robotics · Computer Science 2017-05-18 Jing Dong , Byron Boots , Frank Dellaert

The generalized persistence (GP) model, developed in the context of estimating ``value added'' by individual teachers to their students' current and future test scores, is one of the most flexible value-added models in the literature.…

Applications · Statistics 2014-04-01 Andrew T. Karl , Yan Yang , Sharon L. Lohr

Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and…

Machine Learning · Statistics 2019-01-31 Yichi Zhang , Siyu Tao , Wei Chen , Daniel W. Apley

Uncertainty control and scalability to large datasets are the two main issues for the deployment of Gaussian process (GP) models within the autonomous machine learning-based prediction pipelines in material science and chemistry. One way to…

Chemical Physics · Physics 2024-02-21 Mikhail Tsitsvero , Mingoo Jin , Andrey Lyalin

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Methodology · Statistics 2020-10-02 Hossein Mohammadi , Peter Challenor , Marc Goodfellow , Daniel Williamson

Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…

Applications · Statistics 2022-09-07 Laura Schultz , Vadim Sokolov

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Computation · Statistics 2015-03-13 Sophie Donnet , Jean-Michel Marin

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

Machine Learning · Computer Science 2016-09-22 P. K. Srijith , P. Balamurugan , Shirish Shevade

Background: Inference from fMRI data faces the challenge that the hemodynamic system that relates neural activity to the observed BOLD fMRI signal is unknown. New Method: We propose a new Bayesian model for task fMRI data with the following…

Applications · Statistics 2020-06-01 Josef Wilzén , Anders Eklund , Mattias Villani