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We introduce a nonparametric approach for estimating drift and diffusion functions in systems of stochastic differential equations from observations of the state vector. Gaussian processes are used as flexible models for these functions and…

Data Analysis, Statistics and Probability · Physics 2018-08-15 Philipp Batz , Andreas Ruttor , Manfred Opper

Gaussian processes have become a promising tool for various safety-critical settings, since the posterior variance can be used to directly estimate the model error and quantify risk. However, state-of-the-art techniques for safety-critical…

Machine Learning · Computer Science 2022-07-22 Alexandre Capone , Armin Lederer , Sandra Hirche

Before we attempt to learn a function between two (sets of) observables of a physical process, we must first decide what the inputs and what the outputs of the desired function are going to be. Here we demonstrate two distinct, data-driven…

We discuss a general method of model selection from experimentally recorded time-trace data. This method can be used to distinguish between quantum and classical dynamical models. It can be used in post-selection as well as for real-time…

Planning is a powerful approach to control problems with known environment dynamics. In unknown environments the agent needs to learn a model of the system dynamics to make planning applicable. This is particularly challenging when the…

Machine Learning · Computer Science 2020-05-11 Nathanael Bosch , Jan Achterhold , Laura Leal-Taixé , Jörg Stückler

The ability to compute the exact divergence between two high-dimensional distributions is useful in many applications but doing so naively is intractable. Computing the alpha-beta divergence -- a family of divergences that includes the…

Machine Learning · Computer Science 2023-10-17 Loong Kuan Lee , Geoffrey I. Webb , Daniel F. Schmidt , Nico Piatkowski

We study the problem of sequential experimental design to estimate the parametric component of a partially linear model with a Gaussian process prior. We consider an active learning setting where an experimenter adaptively decides which…

Methodology · Statistics 2022-11-07 Shunsuke Horii

Autonomous agents must be able to safely interact with other vehicles to integrate into urban environments. The safety of these agents is dependent on their ability to predict collisions with other vehicles' future trajectories for…

Robotics · Computer Science 2020-02-07 Andrew Patterson , Aditya Gahlawat , Naira Hovakimyan

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

Machine Learning · Statistics 2022-09-07 Jean-Luc Akian , Luc Bonnet , Houman Owhadi , Éric Savin

We consider Gaussian mixture models in high dimensions and concentrate on the twin tasks of detection and feature selection. Under sparsity assumptions on the difference in means, we derive information bounds and establish the performance…

Statistics Theory · Mathematics 2016-10-04 Nicolas Verzelen , Ery Arias-Castro

Gaussian Boson Sampling (GBS) is a near-term platform for photonic quantum computing. Applications have been developed which rely on directly programming GBS devices, but the ability to train and optimize circuits has been a key missing…

Quantum Physics · Physics 2020-07-22 Leonardo Banchi , Nicolás Quesada , Juan Miguel Arrazola

Kernel methods on discrete domains have shown great promise for many challenging data types, for instance, biological sequence data and molecular structure data. Scalable kernel methods like Support Vector Machines may offer good predictive…

Machine Learning · Statistics 2021-05-27 Vincent Fortuin , Gideon Dresdner , Heiko Strathmann , Gunnar Rätsch

We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…

Machine Learning · Statistics 2017-09-20 Carl Jidling , Niklas Wahlström , Adrian Wills , Thomas B. Schön

Learning for control in repeated tasks allows for well-designed experiments to gather the most useful data. We consider the setting in which we use a data-driven controller that does not have access to the true system dynamics. Rather, the…

Systems and Control · Electrical Eng. & Systems 2025-02-21 Sean Anderson , Katie Byl , João P. Hespanha

Computer experiments refer to the study of real systems using complex simulation models. They have been widely used as alternatives to physical experiments. Design and analysis of computer experiments have attracted great attention in past…

Methodology · Statistics 2025-04-29 Anita Shahrokhian , Xinwei Deng , C. Devon Lin

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

Machine Learning · Computer Science 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen

We present a new method of modelling numerical systems where there are two distinct output solution classes, for example tipping points or bifurcations. Gaussian process emulation is a useful tool in understanding these complex systems and…

Methodology · Statistics 2022-12-08 Louise Kimpton , Peter Challenor , Daniel Williamson

Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…

Methodology · Statistics 2018-08-02 Yongxiang Li , Qiang Zhou , Kwok Leung Tsui , Javier Cabrera

Selecting an appropriate divergence measure is a critical aspect of machine learning, as it directly impacts model performance. Among the most widely used, we find the Kullback-Leibler (KL) divergence, originally introduced in kinetic…

Mathematical Physics · Physics 2025-07-16 Gennaro Auricchio , Giovanni Brigati , Paolo Giudici , Giuseppe Toscani

We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure,…

Artificial Intelligence · Computer Science 2021-06-29 Dan Geiger , David Heckerman