Related papers: Constrained Gaussian Process Motion Planning via S…

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Gaussian process state-space models (GPSSMs) offer a principled framework for learning and inference in nonlinear dynamical systems with uncertainty quantification. However, existing GPSSMs are limited by the use of multiple independent…

In this work, we study scaling limits of shallow Bayesian neural networks (BNNs) via their connection to Gaussian processes (GPs), with an emphasis on statistical modeling, identifiability, and scalable inference. We first establish a…

Stein Variational Gradient Descent (SVGD) is a nonparametric particle-based deterministic sampling algorithm. Despite its wide usage, understanding the theoretical properties of SVGD has remained a challenging problem. For sampling from a…

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…

The identification of the constrained dynamics of mechanical systems is often challenging. Learning methods promise to ease an analytical analysis, but require considerable amounts of data for training. We propose to combine insights from…

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Recently, there has been an increasing interest in performing post-hoc uncertainty estimation about the predictions of pre-trained deep neural networks (DNNs). Given a pre-trained DNN via back-propagation, these methods enhance the original…

Gaussian processes (GP) are a versatile tool in machine learning and computational science. We here consider the case of multi-output Gaussian processes (MOGP) and present low-rank approaches for efficiently computing the posterior mean of…

Gaussian processes (GPs) are broadly used as surrogate models for expensive computer simulators of complex phenomena. However, a key bottleneck is that its training data are generated from this expensive simulator and thus can be highly…

Gaussian process regression (GPR) is a popular nonparametric Bayesian method that provides predictive uncertainty estimates and is widely used in safety-critical applications. While prior research has introduced various uncertainty bounds,…

Methods for inference and simulation of linearly constrained Gaussian Markov Random Fields (GMRF) are computationally prohibitive when the number of constraints is large. In some cases, such as for intrinsic GMRFs, they may even be…

Fast and efficient sampling-based motion planning (SMP) is an integral component of many robotic systems, such as autonomous cars. A popular technique to improve the efficiency of these planners is to restrict search space in the planning…

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

This paper proposes a compressed sensing-based high-resolution direction-of-arrival estimation method called gradient orthogonal matching pursuit (GOMP). It contains two main steps: a sparse coding approximation step using the well-known…

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse…

Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide…

Robotic manipulators are essential for future autonomous systems, yet limited trust in their autonomy has confined them to rigid, task-specific systems. The intricate configuration space of manipulators, coupled with the challenges of…