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Gaussian processes (GPs) provide a gold standard for performance in online settings, such as sample-efficient control and black box optimization, where we need to update a posterior distribution as we acquire data in a sequential fashion.…

Machine Learning · Statistics 2021-03-03 Samuel Stanton , Wesley J. Maddox , Ian Delbridge , Andrew Gordon Wilson

Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…

Computation · Statistics 2024-09-19 Juliette Mukangango , Amanda Muyskens , Benjamin W. Priest

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

Accounting for the effects of stellar magnetic phenomena is indispensable to fully exploit radial velocities (RVs). Correlated time variations are often mitigated by Gaussian processes (GP). They rely on fitting kernel functions that are…

Earth and Planetary Astrophysics · Physics 2021-01-13 Manuel Perger , Guillem Anglada-Escudé , Ignasi Ribas , Albert Rosich , Enrique Herrero , Juan Carlos Morales

High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…

Computational Physics · Physics 2021-07-14 Adi Hanuka , X. Huang , J. Shtalenkova , D. Kennedy , A. Edelen , V. R. Lalchand , D. Ratner , J. Duris

Gaussian process (GP) models have become a well-established frameworkfor the adaptive design of costly experiments, and notably of computerexperiments. GP-based sequential designs have been found practicallyefficient for various objectives,…

Machine Learning · Statistics 2018-08-31 Julien Bect , François Bachoc , David Ginsbourger

Solving nonlinear partial differential equations (PDEs) using kernel methods offers a compelling alternative to traditional numerical solvers. However, the performance of these methods strongly depends on the choice of kernel. In this work,…

Machine Learning · Statistics 2026-05-12 Fatima-Zahrae El-Boukkouri , Josselin Garnier , Olivier Roustant

Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The…

Machine Learning · Statistics 2022-10-12 Marcus M. Noack , James A. Sethian

Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…

Machine Learning · Computer Science 2022-11-03 Killian Wood , Alec M. Dunton , Amanda Muyskens , Benjamin W. Priest

Monte Carlo methods have become increasingly relevant for control of non-differentiable systems, approximate dynamics models and learning from data. These methods scale to high-dimensional spaces and are effective at the non-convex…

Machine Learning · Computer Science 2022-10-10 Joe Watson , Jan Peters

This paper proposes a physically consistent Gaussian Process (GP) enabling the identification of uncertain Lagrangian systems. The function space is tailored according to the energy components of the Lagrangian and the differential equation…

Machine Learning · Computer Science 2023-02-06 Giulio Evangelisti , Sandra Hirche

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

Recent observations of the galactic centers of M87 and the Milky Way with the Event Horizon Telescope have ushered in a new era of black hole based tests of fundamental physics using very long baseline interferometry (VLBI). Being a nascent…

Instrumentation and Methods for Astrophysics · Physics 2023-04-26 Saurabh , Sourabh Nampalliwar

Doppler planet searches are complicated by stellar activity, through which cyclical changes in the host star's photosphere and chromosphere can mask or mimic planetary signals. A popular technique for modeling stellar activity is to apply a…

Earth and Planetary Astrophysics · Physics 2025-09-11 Justin Harrell , Sarah E. Dodson-Robinson

We develop a Bayesian approach to learning from sequential data by using Gaussian processes (GPs) with so-called signature kernels as covariance functions. This allows to make sequences of different length comparable and to rely on strong…

Machine Learning · Statistics 2020-07-07 Csaba Toth , Harald Oberhauser

We introduce a novel method for discerning optical telescope images of stars from those of galaxies using Gaussian processes (GPs). Although applications of GPs often struggle in high-dimensional data modalities such as optical image…

Instrumentation and Methods for Astrophysics · Physics 2022-03-14 Amanda L. Muyskens , Imène R. Goumiri , Benjamin W. Priest , Michael D. Schneider , Robert E. Armstrong , Jason M. Bernstein , Ryan Dana

Multivariate Gaussian processes (GPs) offer a powerful probabilistic framework to represent complex interdependent phenomena. They pose, however, significant computational challenges in high-dimensional settings, which frequently arise in…

Statistical physics approaches can be used to derive accurate predictions for the performance of inference methods learning from potentially noisy data, as quantified by the learning curve defined as the average error versus number of…

Machine Learning · Statistics 2012-11-07 Matthew J. Urry , Peter Sollich

Established techniques for simulation and prediction with Gaussian process (GP) dynamics often implicitly make use of an independence assumption on successive function evaluations of the dynamics model. This can result in significant error…

Machine Learning · Computer Science 2020-05-05 Lukas Hewing , Elena Arcari , Lukas P. Fröhlich , Melanie N. Zeilinger