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Gaussian Processes (GPs) provide a flexible and statistically principled foundation for modelling spatiotemporal phenomena, but their $O(N^3)$ scaling makes them intractable for large datasets. Approximate methods such as variational…

Machine Learning · Statistics 2026-04-01 Jhonathan Navott , Daniel Jenson , Seth Flaxman , Elizaveta Semenova

Inertial-aided systems require continuous motion excitation among other reasons to characterize the measurement biases that will enable accurate integration required for localization frameworks. This paper proposes the use of informative…

Robotics · Computer Science 2022-09-13 Mitchell Usayiwevu , Fouad Sukkar , Chanyeol Yoo , Robert Fitch , Teresa Vidal-Calleja

To control how a robot moves, motion planning algorithms must compute paths in high-dimensional state spaces while accounting for physical constraints related to motors and joints, generating smooth and stable motions, avoiding obstacles,…

Inferring the posterior distribution in SLAM is critical for evaluating the uncertainty in localization and mapping, as well as supporting subsequent planning tasks aiming to reduce uncertainty for safe navigation. However, real-time full…

Robotics · Computer Science 2023-08-11 Qiangqiang Huang , John J. Leonard

We consider the problem of learning a sparse graph underlying an undirected Gaussian graphical model, a key problem in statistical machine learning. Given $n$ samples from a multivariate Gaussian distribution with $p$ variables, the goal is…

Machine Learning · Computer Science 2026-04-07 Kayhan Behdin , Wenyu Chen , Rahul Mazumder

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

Planning for sequential robotics tasks often requires integrated symbolic and geometric reasoning. TAMP algorithms typically solve these problems by performing a tree search over high-level task sequences while checking for kinematic and…

The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the…

Machine Learning · Statistics 2015-05-12 Zhenwen Dai , James Hensman , Neil Lawrence

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Machine Learning · Computer Science 2023-09-06 Zhidi Lin , Juan Maroñas , Ying Li , Feng Yin , Sergios Theodoridis

While Bayesian inference provides a principled framework for reasoning under uncertainty, its widespread adoption is limited by the intractability of exact posterior computation, necessitating the use of approximate inference. However,…

Machine Learning · Statistics 2026-05-19 George Whittle , Juliusz Ziomek , Jacob Rawling , Maike A. Osborne

Gaussian processes (GPs) are generally regarded as the gold standard surrogate model for emulating computationally expensive computer-based simulators. However, the problem of training GPs as accurately as possible with a minimum number of…

Methodology · Statistics 2024-11-26 Hossein Mohammadi , Peter Challenor

We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…

Machine Learning · Statistics 2017-03-01 Pan Xu , Jian Ma , Quanquan Gu

Precise coordinated planning over a forward time window enables safe and highly efficient motion when many robots must work together in tight spaces, but this would normally require centralised control of all devices which is difficult to…

Robotics · Computer Science 2023-01-27 Aalok Patwardhan , Riku Murai , Andrew J. Davison

Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous…

Machine Learning · Statistics 2017-06-14 Hao Peng , Shandian Zhe , Yuan Qi

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

The Gaussian process state space model (GPSSM) is a non-linear dynamical system, where unknown transition and/or measurement mappings are described by GPs. Most research in GPSSMs has focussed on the state estimation problem, i.e.,…

Machine Learning · Statistics 2017-11-08 Stefanos Eleftheriadis , Thomas F. W. Nicholson , Marc Peter Deisenroth , James Hensman

Improving the predictive accuracy of a dynamics model is crucial to obtaining good control performance and safety from Model Predictive Controllers (MPC). One approach involves learning unmodelled (residual) dynamics, in addition to nominal…

Systems and Control · Electrical Eng. & Systems 2025-11-19 Leroy D'Souza , Yash Vardhan Pant , Sebastian Fischmeister

Planning long-horizon robot manipulation requires making discrete decisions about which objects to interact with and continuous decisions about how to interact with them. A robot planner must select grasps, placements, and motions that are…

Gaussian process training decomposes into inference of the (approximate) posterior and learning of the hyperparameters. For non-Gaussian (non-conjugate) likelihoods, two common choices for approximate inference are Expectation Propagation…

Machine Learning · Computer Science 2022-11-14 Rui Li , ST John , Arno Solin