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We propose a representation of Gaussian processes (GPs) based on powers of the integral operator defined by a kernel function, we call these stochastic processes integral Gaussian processes (IGPs). Sample paths from IGPs are functions…

Machine Learning · Statistics 2019-03-08 Zilong Tan , Sayan Mukherjee

The last two decades have seen a major expansion in the availability, size, and precision of time-domain datasets in astronomy. Owing to their unique combination of flexibility, mathematical simplicity and comparative robustness, Gaussian…

Instrumentation and Methods for Astrophysics · Physics 2022-11-11 Suzanne Aigrain , Daniel Foreman-Mackey

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

With the development of new remote sensing technology, large or even massive spatial datasets covering the globe become available. Statistical analysis of such data is challenging. This article proposes a semiparametric approach to model…

Methodology · Statistics 2019-10-24 Pulong Ma , Emily L. Kang

The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…

Machine Learning · Computer Science 2024-10-10 Jinwen Xu , Qin Lu , Georgios B. Giannakis

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Computation · Statistics 2018-12-20 Thomas Wutzler

Deep Gaussian processes (DGPs) are increasingly popular as predictive models in machine learning (ML) for their non-stationary flexibility and ability to cope with abrupt regime changes in training data. Here we explore DGPs as surrogates…

Methodology · Statistics 2021-08-27 Annie Sauer , Robert B. Gramacy , David Higdon

This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Mohammadreza Rostam , Ryozo Nagamune , Vladimir Grebenyuk

We study an informative path-planning problem where the goal is to minimize the time required to learn a spatially varying entity. We use Gaussian Process (GP) regression for learning the underlying field. Our goal is to ensure that the GP…

Robotics · Computer Science 2020-03-10 Varun Suryan , Pratap Tokekar

This document serves to complement our website which was developed with the aim of exposing the students to Gaussian Processes (GPs). GPs are non-parametric Bayesian regression models that are largely used by statisticians and geospatial…

Machine Learning · Computer Science 2018-09-07 Kshitij Tiwari

Gaussian processes (GPs) are popular nonparametric statistical models for learning unknown functions and quantifying the spatiotemporal uncertainty in data. Recent works have extended GPs to model scalar and vector quantities distributed…

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

Dynamic behavior of traffic adversely affect the performance of the prediction models in intelligent transportation applications. This study applies Gaussian processes (GPs) to traffic speed prediction. Such predictions can be used by…

Applications · Statistics 2020-11-25 Gurcan Comert

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

This paper introduces warped Gaussian processes (WGP) regression in remote sensing applications. WGP models output observations as a parametric nonlinear transformation of a GP. The parameters of such prior model are then learned via…

Computer Vision and Pattern Recognition · Computer Science 2020-12-23 Anna Mateo-Sanchis , Jordi Muñoz-Marí , Adrián Pérez-Suay , Gustau Camps-Valls

We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Filippo Airaldi , Bart De Schutter , Azita Dabiri

Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…

Methodology · Statistics 2025-12-23 Annie S. Booth

We formulate a reduced-order strategy for efficiently forecasting complex high-dimensional dynamical systems entirely based on data streams. The first step of our method involves reconstructing the dynamics in a reduced-order subspace of…

Data Analysis, Statistics and Probability · Physics 2017-03-08 Zhong Yi Wan , Themistoklis P. Sapsis

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

Accurate human motion prediction with well-calibrated uncertainty is critical for safe human-robot collaboration (HRC), where robots must anticipate and react to human movements in real time. We propose a structured multitask variational…

Robotics · Computer Science 2026-03-10 Jinger Chong , Xiaotong Zhang , Kamal Youcef-Toumi
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