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Deep Gaussian Processes (DGPs) are hierarchical generalizations of Gaussian Processes that combine well calibrated uncertainty estimates with the high flexibility of multilayer models. One of the biggest challenges with these models is that…

Machine Learning · Statistics 2018-11-13 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

In this work, we present an extension of Gaussian process (GP) models with sophisticated parallelization and GPU acceleration. The parallelization scheme arises naturally from the modular computational structure w.r.t. datapoints in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-10-21 Zhenwen Dai , Andreas Damianou , James Hensman , Neil Lawrence

We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…

Methodology · Statistics 2014-10-13 Robert B. Gramacy , Daniel W. Apley

In many areas of science and engineering, computer simulations are widely used as proxies for physical experiments, which can be infeasible or unethical. Such simulations can often be computationally expensive, and an emulator can be…

Machine Learning · Statistics 2023-02-03 Tao Tang , Simon Mak , David Dunson

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

We present a scalable dissipative particle dynamics simulation code, fully implemented on the Graphics Processing Units (GPUs) using a hybrid CUDA/MPI programming model, which achieves 10-30 times speedup on a single GPU over 16 CPU cores…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-01 Yu-Hang Tang , George Em Karniadakis

We consider Monte Carlo simulations of classical spin models of statistical mechanics using the massively parallel architecture provided by graphics processing units (GPUs). We discuss simulations of models with discrete and continuous…

Computational Physics · Physics 2012-07-20 Martin Weigel , Taras Yavors'kii

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

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

Gaussian Process (GP) regression is shown to be effective for learning unknown dynamics, enabling efficient and safety-aware control strategies across diverse applications. However, existing GP-based model predictive control (GP-MPC)…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Manish Prajapat , Johannes Köhler , Amon Lahr , Andreas Krause , Melanie N. Zeilinger

Sequential robot manipulation tasks require finding collision-free trajectories that satisfy geometric constraints across multiple object interactions in potentially high-dimensional configuration spaces. Solving these problems in real-time…

Robotics · Computer Science 2025-10-14 Lucas Chen , Shrutheesh Raman Iyer , Zachary Kingston

An accurate motion model is an important component in modern-day robotic systems, but building such a model for a complex system often requires an appreciable amount of manual effort. In this paper we present a motion model representation,…

Robotics · Computer Science 2010-05-28 Mark Edgington , Yohannes Kassahun , Frank Kirchner

We leverage physics-embedded differentiable graph network simulators (GNS) to accelerate particulate and fluid simulations to solve forward and inverse problems. GNS represents the domain as a graph with particles as nodes and learned…

Geophysics · Physics 2023-09-26 Krishna Kumar , Yongjin Choi

With advances in scientific computing and mathematical modeling, complex scientific phenomena such as galaxy formations and rocket propulsion can now be reliably simulated. Such simulations can however be very time-intensive, requiring…

Methodology · Statistics 2024-02-29 Yi Ji , Simon Mak , Derek Soeder , J-F Paquet , Steffen A. Bass

A single-index model (SIM) provides for parsimonious multi-dimensional nonlinear regression by combining parametric (linear) projection with univariate nonparametric (non-linear) regression models. We show that a particular Gaussian process…

Methodology · Statistics 2011-08-18 Robert B. Gramacy , Heng Lian

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Machine Learning · Computer Science 2020-04-28 Martin Trapp , Robert Peharz , Franz Pernkopf , Carl E. Rasmussen

Lattice spin models are useful for studying critical phenomena and allow the extraction of equilibrium and dynamical properties. Simulations of such systems are usually based on Monte Carlo (MC) techniques, and the main difficulty is often…

Computational Physics · Physics 2012-09-13 Tal Levy , Guy Cohen , Eran Rabani

The modeling and simulation of dynamical systems is a necessary step for many control approaches. Using classical, parameter-based techniques for modeling of modern systems, e.g., soft robotics or human-robot interaction, is often…

Systems and Control · Electrical Eng. & Systems 2021-12-01 Thomas Beckers , Sandra Hirche

With the digitalization of power grids, physical equations become insufficient to describe the network's behavior, and realistic but time-consuming simulators must be used. Numerical experiments, such as safety validation, that involve…

Machine Learning · Computer Science 2025-05-01 Pierre Houdouin , Lucas Saludjian

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…

Systems and Control · Electrical Eng. & Systems 2023-11-30 Jilles van Hulst , Roy van Zuijlen , Duarte Antunes , W. P. M. H. , Heemels