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Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

Computation · Statistics 2026-05-29 Samanyu Arora , Christopher J. Geoga

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

Gaussian processes (GPs) are becoming a standard tool to build terrain representations thanks to their capacity to model map uncertainty. This effectively yields a reliability measure of the areas of the map, which can be directly utilized…

Robotics · Computer Science 2022-03-22 Ignacio Torroba , Christopher Illife Sprague , John Folkesson

We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to…

Machine Learning · Computer Science 2013-09-27 James Hensman , Nicolo Fusi , Neil D. Lawrence

The non-storability of electricity makes it unique among commodity assets, and it is an important driver of its price behaviour in secondary financial markets. The instantaneous and continuous matching of power supply with demand is a key…

Risk Management · Quantitative Finance 2019-04-04 Daniel Poh , Stephen Roberts , Martin Tegnér

The underlying theme of this paper is to explore the various facets of power systems data through the lens of graph signal processing (GSP), laying down the foundations of the Grid-GSP framework. Grid-GSP provides an interpretation for the…

Signal Processing · Electrical Eng. & Systems 2021-06-09 Raksha Ramakrishna , Anna Scaglione

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

Machine Learning · Computer Science 2026-01-13 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski

A multi-output Gaussian process (GP) is introduced as a model for the joint posterior distribution of the local predictive ability of set of models and/or experts, conditional on a vector of covariates, from historical predictions in the…

Methodology · Statistics 2024-10-08 Oscar Oelrich , Mattias Villani

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…

Machine Learning · Statistics 2024-10-02 Marcus M. Noack , Hengrui Luo , Mark D. Risser

We consider multi-task regression models where the observations are assumed to be a linear combination of several latent node functions and weight functions, which are both drawn from Gaussian process priors. Driven by the problem of…

Machine Learning · Statistics 2018-12-05 Astrid Dahl , Edwin V. Bonilla

Energy forecasting has a vital role to play in smart grid (SG) systems involving various applications such as demand-side management, load shedding, and optimum dispatch. Managing efficient forecasting while ensuring the least possible…

Machine Learning · Computer Science 2022-05-25 Devinder Kaur , Shama Naz Islam , Md. Apel Mahmud , Md. Enamul Haque , ZhaoYang Dong

Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…

Methodology · Statistics 2025-12-23 Annie S. Booth

Electrical power systems are increasing in size, complexity, as well as dynamics due to the growing integration of renewable energy resources, which have sporadic power generation. This necessitates the development of near real-time power…

Machine Learning · Computer Science 2023-03-02 Ognjen Kundacina , Gorana Gojic , Mile Mitrovic , Dragisa Miskovic , Dejan Vukobratovic

Developing machine learning enabled smart manufacturing is promising for composite structures assembly process. To improve production quality and efficiency of the assembly process, accurate predictive analysis on dimensional deviations and…

Machine Learning · Statistics 2020-11-24 Cheolhei Lee , Jianguo Wu , Wenjia Wang , Xiaowei Yue

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

This paper presents a comprehensive analysis of power plant performance using the inverse Gaussian (IG) distribution framework. We combine theoretical foundations with practical applications, focusing on both combined cycle and nuclear…

Applications · Statistics 2025-01-28 Yen-hsuan Tseng

In this paper, we present a robust and adaptive model predictive control (MPC) framework for uncertain nonlinear systems affected by bounded disturbances and unmodeled nonlinearities. We use Gaussian Processes (GPs) to learn the uncertain…

Systems and Control · Electrical Eng. & Systems 2026-04-14 Mathieu Dubied , Amon Lahr , Melanie N. Zeilinger , Johannes Köhler

We design a Gaussian Process (GP) spatiotemporal model to capture features of day-ahead wind power forecasts. We work with hourly-scale day-ahead forecasts across hundreds of wind farm locations, with the main aim of constructing a fully…

Machine Learning · Computer Science 2024-09-26 Qiqi Li , Mike Ludkovski

This tutorial provides a systematic introduction to Gaussian process learning-based model predictive control (GP-MPC), an advanced approach integrating Gaussian process (GP) with model predictive control (MPC) for enhanced control in…

Robotics · Computer Science 2024-04-08 Jie Wang , Youmin Zhang
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