Related papers: Gaussian process interpolation with conformal pred…
Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…
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…
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…
Conformal Prediction (CP) is a powerful framework for constructing prediction sets with guaranteed coverage. However, recent studies have shown that integrating confidence calibration with CP can lead to a degradation in efficiency. In this…
In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models,…
Conformal prediction (CP) provides model-agnostic uncertainty quantification with guaranteed coverage, but conventional methods often produce overly conservative uncertainty sets, especially in multi-dimensional settings. This limitation…
This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…
Conformal Prediction (CP) has emerged as a powerful statistical framework for high-stakes classification applications. Instead of predicting a single class, CP generates a prediction set, guaranteed to include the true label with a…
Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…
While Gaussian processes are a mainstay for various engineering and scientific applications, the uncertainty estimates don't satisfy frequentist guarantees and can be miscalibrated in practice. State-of-the-art approaches for designing…
This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…
Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…
By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…
Conformal Prediction (CP) serves as a robust framework that quantifies uncertainty in predictions made by Machine Learning (ML) models. Unlike traditional point predictors, CP generates statistically valid prediction regions, also known as…
Conformal prediction (CP) for regression can be challenging, especially when the output distribution is heteroscedastic, multimodal, or skewed. Some of the issues can be addressed by estimating a distribution over the output, but in…
Conformal Prediction (CP) is a distribution-free method for constructing prediction sets with marginal finite-sample coverage guarantees, making it a suitable framework for reliable uncertainty quantification in safety-critical object…
A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…
Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…
Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…
This paper proposes a novel framework for implicit multi-camera system calibration utilizing Gaussian Process (GP) regression. Conventional explicit calibration methods are constrained by rigid mathematical models and struggle with complex,…