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Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

Multi-output Gaussian processes (MOGPs) have been introduced to deal with multiple tasks by exploiting the correlations between different outputs. Generally, MOGPs models assume a flat correlation structure between the outputs. However,…

We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

We develop a non-parametric multivariate time series model that remains agnostic on the precise relationship between a (possibly) large set of macroeconomic time series and their lagged values. The main building block of our model is a…

In learning from demonstrations, it is often desirable to adapt the behavior of the robot as a function of the variability retrieved from human demonstrations and the (un)certainty encoded in different parts of the task. In this paper, we…

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes…

Discrete automated processes in industrial and cyber-physical systems often exhibit a repetitive structure in which successive repetitions follow a common trajectory while differing in duration, amplitude, and fine-scale dynamics. Such…

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Multi-task Gaussian process (MTGP) is a well-known non-parametric Bayesian model for learning correlated tasks effectively by transferring knowledge across tasks. But current MTGPs are usually limited to the multi-task scenario defined in…

Gaussian Process (GP) models are a powerful and flexible tool for non-parametric regression and classification. Computation for GP models is intensive, since computing the posterior density, $\pi$, for covariance function parameters…

This paper presents a novel extension of multi-task Gaussian Cox processes for modeling multiple heterogeneous correlated tasks jointly, e.g., classification and regression, via multi-output Gaussian processes (MOGP). A MOGP prior over the…

The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…

Standard GPs offer a flexible modelling tool for well-behaved processes. However, deviations from Gaussianity are expected to appear in real world datasets, with structural outliers and shocks routinely observed. In these cases GPs can fail…

In this paper we investigate a link between state- space models and Gaussian Processes (GP) for time series modeling and forecasting. In particular, several widely used state- space models are transformed into continuous time form and…

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

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…