Related papers: Gaussian process regression with additive periodic…
Kernel-based methods have been recently introduced for linear system identification as an alternative to parametric prediction error methods. Adopting the Bayesian perspective, the impulse response is modeled as a non-stationary Gaussian…
We introduce a Gaussian process model of functions which are additive. An additive function is one which decomposes into a sum of low-dimensional functions, each depending on only a subset of the input variables. Additive GPs generalize…
We adapt Gaussian processes for estimating the average dose-response function in observational settings, introducing a powerful complement to treatment effect estimation for understanding heterogeneous effects. We incorporate samples from a…
In this paper we propose a generalized Gaussian process concurrent regression model for functional data where the functional response variable has a binomial, Poisson or other non-Gaussian distribution from an exponential family while the…
Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…
Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…
This paper presents a two-phase method for learning interaction kernels of stochastic many-particle systems. After transforming stochastic trajectories of every particle into the particle density function by the kernel density estimation…
Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…
Purely data driven approaches for machine learning present difficulties when data is scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to…
For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…
Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…
We propose a data-driven framework to learn interaction kernels in stochastic multi-agent systems. Our approach aims at identifying the functional form of nonlocal interaction and diffusion terms directly from trajectory data, without any a…
Kernel-based modeling of dynamic systems has garnered a significant amount of attention in the system identification literature since its introduction to the field. While the method was originally applied to linear impulse response…
Estimating state of health is a critical function of a battery management system but remains challenging due to the variability of operating conditions and usage requirements of real applications. As a result, techniques based on fitting…
Capturing the correlation emerging between constituents of many-body systems accurately is one of the key challenges for the appropriate description of various systems whose properties are underpinned by quantum mechanical fundamentals.…
Forecasting in probabilistic time series is a complex endeavor that extends beyond predicting future values to also quantifying the uncertainty inherent in these predictions. Gaussian process regression stands out as a Bayesian machine…
Quantum mechanical few-body systems in reduced dimensionalities can exhibit many interesting properties such as scale-invariance and universality. Analytical descriptions are often available for integer dimensionality, however, numerical…
Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…
Doubly stochastic Poisson processes, also known as the Cox processes, frequently occur in various scientific fields. In this article, motivated primarily by analyzing Cox process data in biophysics, we propose a nonparametric kernel-based…
Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…