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Learning time-series models is useful for many applications, such as simulation and forecasting. In this study, we consider the problem of actively learning time-series models while taking given safety constraints into account. For…

Machine Learning · Computer Science 2024-02-12 Christoph Zimmer , Mona Meister , Duy Nguyen-Tuong

Applying model predictive control on embedded systems remains challenging due to the high computational cost of solving optimal control problems. To address this limitation, computationally efficient Gaussian process approximations of the…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Alexander Rose , Lukas Theiner , Rolf Findeisen

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Machine Learning · Computer Science 2021-11-11 Panagiotis Petsagkourakis , Benoit Chachuat , Ehecatl Antonio del Rio-Chanona

A quantum trajectory describes the evolution of a quantum system undergoing indirect measurement. In the discrete-time setting, the state of the system is updated by applying Kraus operators according to the measurement results. From an…

Quantum Physics · Physics 2022-04-04 Maël Bompais , Nina H. Amini , Clément Pellegrini

The dynamic time scan forecasting method relies on the premise that the most important pattern in a time series precedes the forecasting window, i.e., the last observed values. Thus, a scan procedure is applied to identify similar patterns,…

In this paper we propose a method that estimates the $SE(3)$ continuous trajectories (orientation and translation) of the dynamic rigid objects present in a scene, from multiple RGB-D views. Specifically, we fit the object trajectories to…

Computer Vision and Pattern Recognition · Computer Science 2022-05-25 Javier Tirado , Javier Civera

We propose a Bayesian hierarchical model to simultaneously estimate mean based changepoints in spatially correlated functional time series. Unlike previous methods that assume a shared changepoint at all spatial locations or ignore spatial…

Methodology · Statistics 2022-01-11 Mengchen Wang , Trevor Harris , Bo Li

This paper presents a novel incremental learning algorithm for pedestrian motion prediction, with the ability to improve the learned model over time when data is incrementally available. In this setup, trajectories are modeled as simple…

Robotics · Computer Science 2019-11-22 Golnaz Habibi , Nikita Japuria , Jonathan P. How

A computational/analytics framework for assessing the value of drill-hole information in ore grade estimation is described using Gaussian Process and statistics. A distinguishing feature is that it presents both a near-term and long-term…

Computational Engineering, Finance, and Science · Computer Science 2026-05-26 Raymond Leung , Arman Melkumyan

This paper deals with the resolution of inverse problems in a periodic setting or, in other terms, the reconstruction of periodic continuous-domain signals from their noisy measurements. We focus on two reconstruction paradigms: variational…

Optimization and Control · Mathematics 2018-11-14 Anaïs Badoual , Julien Fageot , Michael Unser

This extended abstract introduces a novel method for continuous state estimation of continuum robots. We formulate the estimation problem as a factor-graph optimization problem using a novel Gaussian-process prior that is parameterized over…

Robotics · Computer Science 2024-09-20 Spencer Teetaert , Sven Lilge , Jessica Burgner-Kahrs , Timothy D. Barfoot

Efficient information processing is crucial for both living organisms and engineered systems. The mutual information rate, a core concept of information theory, quantifies the amount of information shared between the trajectories of input…

Molecular Networks · Quantitative Biology 2025-09-01 Manuel Reinhardt , Age J. Tjalma , Anne-Lena Moor , Christoph Zechner , Pieter Rein ten Wolde

The growing availability of large and complex datasets has increased interest in temporal stochastic processes that can capture stylized facts such as marginal skewness, non-Gaussian tails, long memory, and even non-Markovian dynamics.…

Machine Learning · Statistics 2025-10-09 Dan Leonte , Raphaël Huser , Almut E. D. Veraart

The performance of tracking algorithms strongly depends on the chosen model assumptions regarding the target dynamics. If there is a strong mismatch between the chosen model and the true object motion, the track quality may be poor or the…

Machine Learning · Statistics 2024-10-15 Isabel Schlangen , André Brandenburger , Mengwei Sun , James R. Hopgood

Importance sampling of trajectories has proved a uniquely successful strategy for exploring rare dynamical behaviors of complex systems in an unbiased way. Carrying out this sampling, however, requires an ability to propose changes to…

Statistical Mechanics · Physics 2015-07-01 Todd R. Gingrich , Phillip L. Geissler

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Estimating continuous optical flow is a fundamental yet challenging problem in dynamic visual perception. Event-based cameras, with microsecond latency and high dynamic range, capture brightness changes asynchronously, offering a unique…

Computer Vision and Pattern Recognition · Computer Science 2026-05-27 Rui Hu , Song Wu , Wen Yang , Jinjian Wu

We develop a formal framework for the behavioral comparison of linear systems across different time domains. We accomplish this by introducing the notion of system interpolation, which determines whether the input-state trajectories of a…

Optimization and Control · Mathematics 2026-02-26 Armin Pirastehzad , Bart Besselink