Related papers: Gaussian processes at the Helm(holtz): A more flui…
Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…
Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…
Gaussian wave packets (GWPs) are well suited as basis functions to describe the time evolution of arbitrary wave functions in systems with nonsingular smooth potentials. They are less so in atomic systems on account of the singular behavior…
I present a review of Smoothed Particle Hydrodynamics (SPH), with the aim of providing a mathematically rigorous, clear derivation of the algorithms from first principles. The method of discretising a continuous field into particles using a…
Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…
This paper presents a new method for learning dissipative Hamiltonian dynamics from a limited and noisy dataset. The method uses the Helmholtz decomposition to learn a vector field as the sum of a symplectic and a dissipative vector field.…
Gaussian Process (GP) regression is a powerful nonparametric Bayesian framework, but its performance depends critically on the choice of covariance kernel. Selecting an appropriate kernel is therefore central to model quality, yet remains…
Simulating a depositional (or stratigraphic) sequence conditionally on borehole data is a long-standing problem in hydrogeology and in petroleum geostatistics. This paper presents a new rule-based approach for simulating depositional…
Doppler planet searches are complicated by stellar activity, through which cyclical changes in the host star's photosphere and chromosphere can mask or mimic planetary signals. A popular technique for modeling stellar activity is to apply a…
Modeling geophysical processes as low-dimensional dynamical systems and regressing their vector field from data is a promising approach for learning emulators of such systems. We show that when the kernel of these emulators is also learned…
Accurate probabilistic prediction of wind power is crucial for maintaining grid stability and facilitating the efficient integration of renewable energy sources. Gaussian process (GP) models offer a principled framework for quantifying…
Stacking Gaussian Processes severely diminishes the model's ability to detect outliers, which when combined with non-zero mean functions, further extrapolates low non-parametric variance to low training data density regions. We propose a…
Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…
The mathematical models and numerical simulations reported here are motivated by satellite observations of horizontal gradients of sea surface temperature and salinity that are closely coordinated with the slowly varying envelope of the…
Modeling real-world multidimensional time series can be particularly challenging when these are sporadically observed (i.e., sampling is irregular both in time and across dimensions)-such as in the case of clinical patient data. To address…
In this work, a novel approach to Bayesian model calibration routines is developed which reinterprets the traditional definition of model discrepancy as defined by Kennedy and O'Hagan (KOH). The novelty lies in the integration of…
To date, the radial velocity (RV) method has been one of the most productive techniques for detecting and confirming extrasolar planetary candidates. Unfortunately, stellar activity can induce RV variations which can drown out or even mimic…
Generalized Hydrodynamics is a recent theory that describes large scale transport properties of one dimensional integrable models. It is built on the (typically infinitely many) local conservation laws present in these systems, and leads to…
Both in terrestrial and extraterrestrial environments, the precise and informative model of the ground and the surface ahead is crucial for navigation and obstacle avoidance. The ground surface is not always flat and it may be sloped, bumpy…
Using a fully Bayesian approach, Gaussian Process regression is extended to include marginalisation over the kernel choice and kernel hyperparameters. In addition, Bayesian model comparison via the evidence enables direct kernel comparison.…