Related papers: Efficient Transformed Gaussian Process State-Space…

Contextual optimization enhances decision quality by leveraging side information to improve predictions of uncertain parameters. However, existing approaches face significant challenges when dealing with multimodal or mixtures of…

Gaussian processes (GPs) are a popular class of Bayesian nonparametric models, but its training can be computationally burdensome for massive training datasets. While there has been notable work on scaling up these models for big data,…

Gaussian processes provide a compact representation for modeling and estimating an unknown function, that can be updated as new measurements of the function are obtained. This paper extends this powerful framework to the case where the…

We provide a comprehensive overview and tooling for GP modeling with non-Gaussian likelihoods using state space methods. The state space formulation allows for solving one-dimensional GP models in $\mathcal{O}(n)$ time and memory…

We present a novel Kalman filter for spatiotemporal systems called the numerical Gaussian process Kalman filter (GPKF). Numerical Gaussian processes have recently been introduced as a physics informed machine learning method for simulating…

Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…

This paper presents an Output-Recurrent Gated State Space Model (OR-GSSM) for complex multiphase flows modeling and uncertainty quantification of exhaust vehicles during motion. By establishing the state-space formulation of the gas-liquid…

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where…

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Nonlinear stochastic motion presents significant challenges for Bayesian particle tracking. To address this challenge, this paper proposes a framework to construct an invertible transformation that maps the nonlinear state-space model (SSM)…

In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered. Due to the nonlinear nature of the models, the state estimation problem is generally intractable…

Learning mappings between functional spaces, also known as function-on-function regression, is a fundamental problem in functional data analysis with broad applications, including spatiotemporal forecasting, curve prediction, and climate…

The existence of generalized steady states (GSSs) in nonlinear mechanical systems under moderate temporally aperiodic forcing has only been shown recently. Here we derive systematic expansions for such GSSs and construct a numerical…

Recurrent State-space models (RSSMs) are highly expressive models for learning patterns in time series data and system identification. However, these models assume that the dynamics are fixed and unchanging, which is rarely the case in…

We propose a method for inference on moderately high-dimensional, nonlinear, non-Gaussian, partially observed Markov process models for which the transition density is not analytically tractable. Markov processes with intractable transition…

We implement a wireless indoor navigation system based on the variational Gaussian process state-space model (GPSSM) with smartphone-collected WiFi received signal strength (RSS) and inertial measurement unit (IMU) readings. We adapt the…

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,…

For the simulations of unsteady flow, the global time step becomes really small with a large variation of local cell size. In this paper, an implicit high-order gas-kinetic scheme (HGKS) is developed to remove the restrictions on the time…

We introduce state-space models where the functionals of the observational and the evolutionary equations are unknown, and treated as random functions evolving with time. Thus, our model is nonparametric and generalizes the traditional…

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…