Related papers: Solving High Frequency and Multi-Scale PDEs with G…

Physics-informed neural networks (PINNs) provide a deep learning framework for numerically solving partial differential equations (PDEs), and have been widely used in a variety of PDE problems. However, there still remain some challenges in…

Working with systems of partial differential equations (PDEs) is a fundamental task in computational science. Well-posed systems are addressed by numerical solvers or neural operators, whereas systems described by data are often addressed…

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…

Deep learning has been shown to be an effective tool in solving partial differential equations (PDEs) through physics-informed neural networks (PINNs). PINNs embed the PDE residual into the loss function of the neural network, and have been…

Physics-informed neural networks (PINNs) are demonstrating remarkable promise in integrating physical models with gappy and noisy observational data, but they still struggle in cases where the target functions to be approximated exhibit…

The correlation length-scale next to the noise variance are the most used hyperparameters for the Gaussian processes. Typically, stationary covariance functions are used, which are only dependent on the distances between input points and…

We introduce a kernel approximation strategy that enables computation of the Gaussian process log marginal likelihood and all hyperparameter derivatives in $\mathcal{O}(p)$ time. Our GRIEF kernel consists of $p$ eigenfunctions found using a…

Multifidelity models integrate data from multiple sources to produce a single approximator for the underlying process. Dense low-fidelity samples are used to reduce interpolation error, while sparse high-fidelity samples are used to…

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Physics-informed neural networks (PINNs) have been widely utilized for solving a range of partial differential equations (PDEs) in various scientific and engineering disciplines. This paper presents a Fourier heuristic-enhanced PINN (termed…

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations…

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

Many physics-informed machine learning methods for PDE-based problems rely on Gaussian processes (GPs) or neural networks (NNs). However, both face limitations when data are scarce and the dimensionality is high. Although GPs are known for…

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…

Stiff ordinary differential equations (ODEs) play an important role in many scientific and engineering applications. Often, the dependence of the solution of the ODE on additional parameters is of interest, e.g.\ when dealing with…

Sequential VAEs have been successfully considered for many high-dimensional time series modelling problems, with many variant models relying on discrete-time mechanisms such as recurrent neural networks (RNNs). On the other hand,…