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We propose a new variational inference algorithm for learning in Gaussian Process State-Space Models (GPSSMs). Our algorithm enables learning of unstable and partially observable systems, where previous algorithms fail. Our main algorithmic…

Machine Learning · Computer Science 2020-06-11 Silvan Melchior , Sebastian Curi , Felix Berkenkamp , Andreas Krause

Finite element model updating utilizing frequency response functions as inputs is an important procedure in structural analysis, design and control. This paper presents a highly efficient framework that is built upon Gaussian process…

Computational Engineering, Finance, and Science · Computer Science 2020-08-26 Kai Zhou , Jiong Tang

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

Quantitative modeling of post-transcriptional regulation process is a challenging problem in systems biology. A mechanical model of the regulatory process needs to be able to describe the available spatio-temporal protein concentration and…

Machine Learning · Statistics 2016-10-18 Mu Niu , Zhenwen Dai , Neil Lawrence , Kolja Becker

This work primarily focuses on an operator inference methodology aimed at constructing low-dimensional dynamical models based on a priori hypotheses about their structure, often informed by established physics or expert insights. Stability…

Machine Learning · Computer Science 2024-03-04 Igor Pontes Duff , Pawan Goyal , Peter Benner

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

We characterize the dynamical state of many-body bosonic and fermionic many-body models with inter-site Gaussian couplings, on-site non-Gaussian interactions and local dissipation comprising incoherent particle loss, particle gain, and…

Constitutive model discovery refers to the task of identifying an appropriate model structure, usually from a predefined model library, while simultaneously inferring its material parameters. The data used for model discovery are measured…

Machine Learning · Computer Science 2026-01-27 David Anton , Henning Wessels , Ulrich Römer , Alexander Henkes , Jorge-Humberto Urrea-Quintero

We consider the problem of sequential estimation of the unknowns of state-space and deep state-space models that include estimation of functions and latent processes of the models. The proposed approach relies on Gaussian and deep Gaussian…

Machine Learning · Computer Science 2024-03-26 Yuhao Liu , Marzieh Ajirak , Petar Djuric

Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…

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

A detailed analysis of the dynamics of unstable modes present in the linearized Navier-Stokes-Fourier system in the presence of a gravitational field is carried out. The transition between the non-dissipative and dissipative regimes is…

We present a differentiable dynamics solver that is able to handle frictional contact for rigid and deformable objects within a unified framework. Through a principled mollification of normal and tangential contact forces, our method…

In this paper the normal collision of spherical particles is investigated. The particle interaction is modelled in a macroscopic way using the Hertzian contact force with additional linear damping. The goal of the work is to develop an…

Fluid Dynamics · Physics 2016-03-02 Shouryya Ray , Tobias Kempe , Jochen Fröhlich

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

We propose a control approach for a class of nonlinear mechanical systems to stabilize the system under study while ensuring that the oscillations of the transient response are reduced. The approach is twofold: (i) we apply our technique…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Carmen Chan-Zheng , Pablo Borja , Jacquelien Scherpen

Recent advances in learning techniques have enabled the modelling of dynamical systems for scientific and engineering applications directly from data. However, in many contexts explicit data collection is expensive and learning algorithms…

Machine Learning · Computer Science 2022-02-11 Steffen Ridderbusch , Christian Offen , Sina Ober-Blöbaum , Paul Goulart

We consider a general class of nonlinear diffusive models with bulk dissipation and boundary driving, and derive its hydrodynamic description in the large size limit. Both the average macroscopic behavior and the fluctuating properties of…

Statistical Mechanics · Physics 2013-10-29 A. Prados , A. Lasanta , Pablo I. Hurtado

Multi-fidelity methods are prominently used when cheaply-obtained, but possibly biased and noisy, observations must be effectively combined with limited or expensive true data in order to construct reliable models. This arises in both…

Machine Learning · Statistics 2019-03-19 Kurt Cutajar , Mark Pullin , Andreas Damianou , Neil Lawrence , Javier González

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads…

Methodology · Statistics 2016-11-02 Matthew Plumlee , V. Roshan Joseph