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Angular data are commonly encountered in settings with a directional or orientational component. Regressing an angular response on real-valued features requires intrinsically capturing the circular or spherical manifold the data lie on, or…

In this paper, we develop a high-dimensional map building technique that incorporates raw pixelated semantic measurements into the map representation. The proposed technique uses Gaussian Processes (GPs) multi-class classification for map…

Robotics · Computer Science 2017-07-07 Maani Ghaffari Jadidi , Lu Gan , Steven A. Parkison , Jie Li , Ryan M. Eustice

Longitudinal fMRI datasets hold great promise for the study of neurodegenerative diseases, but realizing their potential depends on extracting accurate fMRI-based brain measures in individuals over time. This is especially true for rare,…

Decoders built on Gaussian processes (GPs) are enticing due to the marginalisation over the non-linear function space. Such models (also known as GP-LVMs) are often expensive and notoriously difficult to train in practice, but can be scaled…

Machine Learning · Statistics 2022-11-28 Pablo Moreno-Muñoz , Cilie W Feldager , Søren Hauberg

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

State-space models (SSM) are central to describe time-varying complex systems in countless signal processing applications such as remote sensing, networks, biomedicine, and finance to name a few. Inference and prediction in SSMs are…

Computation · Statistics 2022-10-26 Víctor Elvira , Émilie Chouzenoux

Accurate learning of system dynamics is becoming increasingly crucial for advanced control and decision-making in engineering. However, real-world systems often exhibit multiple channels and highly nonlinear transition dynamics, challenging…

Machine Learning · Statistics 2025-10-20 Tengjie Zheng , Jilan Mei , Di Wu , Lin Cheng , Shengping Gong

Discrete time spatial time series data arise routinely in meteorological and environmental studies. Inference and prediction associated with them are mostly carried out using any of the several variants of the linear state space model that…

Methodology · Statistics 2017-08-25 Suman Guha , Sourabh Bhattacharya

Gaussian process (GP) audio source separation is a time-domain approach that circumvents the inherent phase approximation issue of spectrogram based methods. Furthermore, through its kernel, GPs elegantly incorporate prior knowledge about…

Audio and Speech Processing · Electrical Eng. & Systems 2018-11-22 Pablo A. Alvarado , Mauricio A. Álvarez , Dan Stowell

We present the first treatment of the arc length of the Gaussian Process (GP) with more than a single output dimension. GPs are commonly used for tasks such as trajectory modelling, where path length is a crucial quantity of interest.…

Machine Learning · Statistics 2017-03-24 Justin D. Bewsher , Alessandra Tosi , Michael A. Osborne , Stephen J. Roberts

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…

Robotics · Computer Science 2019-10-14 Noémie Jaquier , David Ginsbourger , Sylvain Calinon

We develop Bayesian machine learning methods for mixed data sampling (MIDAS) regressions. This involves handling frequency mismatches and specifying functional relationships between many predictors and the dependent variable. We use…

Econometrics · Economics 2024-09-11 Niko Hauzenberger , Massimiliano Marcellino , Michael Pfarrhofer , Anna Stelzer

Continuous-time state estimation has been shown to be an effective means of (i) handling asynchronous and high-rate measurements, (ii) introducing smoothness to the estimate, (iii) post hoc querying the estimate at times other than those of…

Robotics · Computer Science 2026-01-08 Timothy Barfoot , Cedric Le Gentil , Sven Lilge

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

Machine Learning · Computer Science 2023-07-18 Xuhui Fan , Edwin V. Bonilla , Terence J. O'Kane , Scott A. Sisson

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

Multiagent Systems · Computer Science 2026-02-13 Sanket A. Salunkhe , George P. Kontoudis

Learning of low dimensional structure in multidimensional data is a canonical problem in machine learning. One common approach is to suppose that the observed data are close to a lower-dimensional smooth manifold. There are a rich variety…

Machine Learning · Statistics 2015-06-12 Ye Wang , David B. Dunson

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

Optimization and Control · Mathematics 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

Differential equations are important mechanistic models that are integral to many scientific and engineering applications. With the abundance of available data there has been a growing interest in data-driven physics-informed models.…

Machine Learning · Computer Science 2025-02-04 Oliver Hamelijnck , Arno Solin , Theodoros Damoulas

We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…

Neurons and Cognition · Quantitative Biology 2024-10-02 Diego Vidaurre , Laura Masaracchia , Nick Y. Larsen , Lenno R. P. T Ruijters , Sonsoles Alonso , Christine Ahrends , Mark W. Woolrich

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno