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Wireless Sensor Networks (WSNs) enable a wealth of new applications where remote estimation is essential. Individual sensors simultaneously sense a dynamic process and transmit measured information over a shared channel to a central fusion…

Optimization and Control · Mathematics 2016-11-18 Yilin Mo , Emanuele Garone , Alessandro Casavola , Bruno Sinopoli

Gaussian processes (GPs) stand as crucial tools in machine learning and signal processing, with their effectiveness hinging on kernel design and hyper-parameter optimization. This paper presents a novel GP linear multiple kernel (LMK) and a…

Machine Learning · Computer Science 2025-01-17 Richard Cornelius Suwandi , Zhidi Lin , Feng Yin , Zhiguo Wang , Sergios Theodoridis

In this paper, the standard Kalman filter was implemented to denoise the three dimensional signals affected by additive white Gaussian noise (AWGN), we used fast algorithm based on Laplacian operator to measure the noise variance and a fast…

Information Theory · Computer Science 2013-10-16 Y. Khmou , S. Safi

This work presents distributed algorithms for estimation of time-varying random fields over multi-agent/sensor networks. A network of sensors makes sparse and noisy local measurements of the dynamic field. Each sensor aims to obtain…

Information Theory · Computer Science 2017-01-11 Subhro Das , José M. F. Moura

Gaussian processes are ubiquitous as the primary tool for modeling spatial data. However, the Gaussian process is limited by its $\mathcal{O}(n^3)$ cost, making direct parameter fitting algorithms infeasible for the scale of modern data…

Methodology · Statistics 2025-12-25 Ashlynn Crisp , Daniel Taylor-Rodriguez , Andrew O. Finley

We employ Gaussian process (GP) regression to adjust for systematic errors in D3-type dispersion corrections introducing the associated, statistically improved model D3-GP. We generated a data set containing interaction energies for 1,248…

Chemical Physics · Physics 2019-12-03 Jonny Proppe , Stefan Gugler , Markus Reiher

Bayesian filtering is a cornerstone of state estimation in complex systems such as aerospace systems, yet exact solutions are available only for linear Gaussian models. In practice,nonlinear systems are handled through tractable…

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…

Machine Learning · Computer Science 2024-07-03 Daniel Iong , Matthew McAnear , Yuezhou Qu , Shasha Zou , Gabor Toth , Yang Chen

The estimation of non-Gaussian measurement noise models is a significant challenge across various fields. In practical applications, it often faces challenges due to the large number of parameters and high computational complexity. This…

Systems and Control · Electrical Eng. & Systems 2023-09-25 Zuxuan Zhang , Gang Wang , Jiacheng He , Shan Zhong

Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…

Machine Learning · Computer Science 2020-10-28 Feng Yin , Lishuo Pan , Xinwei He , Tianshi Chen , Sergios Theodoridis , Zhi-Quan , Luo

Accurate histopathologic interpretation is key for clinical decision-making; however, current deep learning models for digital pathology are often overconfident and poorly calibrated in out-of-distribution (OOD) settings, which limit trust…

Computer Vision and Pattern Recognition · Computer Science 2026-04-15 Uma Meleti , Jeffrey J. Nirschl

We propose a nonparametric density estimator based on the Gaussian process (GP) and derive three novel closed form learning algorithms based on Fisher divergence (FD) score matching. The density estimator is formed by multiplying a base…

Machine Learning · Computer Science 2025-11-17 John Paisley , Wei Zhang , Brian Barr

In this manuscript we introduce numerical Gaussian process Kalman filtering (GPKF). Numerical Gaussian processes have recently been developed to simulate spatiotemporal models. The contribution of this paper is to embed numerical Gaussian…

Machine Learning · Statistics 2020-05-12 Armin Küper , Steffen Waldherr

Gaussian processes (GPs) are distributions over functions, which provide a Bayesian nonparametric approach to regression and classification. In spite of their success, GPs have limited use in some applications, for example, in some cases a…

Machine Learning · Computer Science 2020-05-28 Alessio Benavoli , Dario Azzimonti , Dario Piga

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Machine Learning · Statistics 2017-03-02 Kurt Cutajar , Edwin V. Bonilla , Pietro Michiardi , Maurizio Filippone

The unscented Kalman filter is a nonlinear estimation algorithm commonly used in navigation applications. The prediction of the mean and covariance matrix is crucial to the stable behavior of the filter. This prediction is done by…

Robotics · Computer Science 2025-12-16 Amit Levy , Itzik Klein

Modern scientific problems are often multi-disciplinary and require integration of computer models from different disciplines, each with distinct functional complexities, programming environments, and computation times. Linked Gaussian…

Machine Learning · Statistics 2023-06-05 Deyu Ming , Daniel Williamson

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, are computationally more demanding than Kalman type filters.…

Applications · Statistics 2021-05-19 Matti Raitoharju , Henri Nurminen , Demet Cilden-Guler , Simo Särkkä

The Gaussian Filter (GF) is one of the most widely used filtering algorithms; instances are the Extended Kalman Filter, the Unscented Kalman Filter and the Divided Difference Filter. GFs represent the belief of the current state by a…

Robotics · Computer Science 2015-06-09 Manuel Wüthrich , Sebastian Trimpe , Daniel Kappler , Stefan Schaal
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