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Accurately predicting when and where ambulance call-outs occur can reduce response times and ensure the patient receives urgent care sooner. Here we present a novel method for ambulance demand prediction using Gaussian process regression…

Machine Learning · Statistics 2018-06-29 Seth Nabarro , Tristan Fletcher , John Shawe-Taylor

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…

Machine Learning · Statistics 2018-11-06 Haitao Liu , Jianfei Cai , Yew-Soon Ong , Yi Wang

This paper introduces an innovative approach to enhance distributed cooperative learning using Gaussian process (GP) regression in multi-agent systems (MASs). The key contribution of this work is the development of an elective learning…

Machine Learning · Computer Science 2024-02-06 Zewen Yang , Xiaobing Dai , Akshat Dubey , Sandra Hirche , Georges Hattab

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…

Applications · Statistics 2023-04-12 Trevor Harris , Bo Li , Ryan Sriver

This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…

Methodology · Statistics 2021-04-15 Chiwoo Park

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…

Systems and Control · Computer Science 2020-01-01 Lukas Hewing , Juraj Kabzan , Melanie N. Zeilinger

Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…

Machine Learning · Computer Science 2024-12-17 Giorgio Morales , John Sheppard

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

In this work, we employ the Bayesian inference framework to solve the problem of estimating the solution and particularly, its derivatives, which satisfy a known differential equation, from the given noisy and scarce observations of the…

Computation · Statistics 2020-10-09 Hongqiao Wang , Xiang Zhou

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

We propose a novel algorithm for the support estimation of partially known Gaussian graphical models that incorporates prior information about the underlying graph. In contrast to classical approaches that provide a point estimate based on…

Machine Learning · Statistics 2024-02-26 Martín Sevilla , Antonio García Marques , Santiago Segarra

Practitioners building classifiers often start with a smaller pilot dataset and plan to grow to larger data in the near future. Such projects need a toolkit for extrapolating how much classifier accuracy may improve from a 2x, 10x, or 50x…

Machine Learning · Computer Science 2023-12-01 Ethan Harvey , Wansu Chen , David M. Kent , Michael C. Hughes

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…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Collision prediction in a dynamic and unknown environment relies on knowledge of how the environment is changing. Many collision prediction methods rely on deterministic knowledge of how obstacles are moving in the environment. However,…

Robotics · Computer Science 2019-04-08 Andrew Patterson , Arun Lakshmanan , Naira Hovakimyan

Forecasting future events is a fundamental challenge for temporal knowledge graphs (tKG). As in real life predicting a mean function is most of the time not sufficient, but the question remains how confident can we be about our prediction?…

Machine Learning · Computer Science 2023-01-13 Soeren Nolting , Zhen Han , Volker Tresp

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

Neural Processes (NPs; Garnelo et al., 2018a,b) are a rich class of models for meta-learning that map data sets directly to predictive stochastic processes. We provide a rigorous analysis of the standard maximum-likelihood objective used to…

Machine Learning · Statistics 2021-01-12 Wessel P. Bruinsma , James Requeima , Andrew Y. K. Foong , Jonathan Gordon , Richard E. Turner

Generalization error predictors (GEPs) aim to predict model performance on unseen distributions by deriving dataset-level error estimates from sample-level scores. However, GEPs often utilize disparate mechanisms (e.g., regressors,…

Machine Learning · Computer Science 2023-05-30 Puja Trivedi , Danai Koutra , Jayaraman J. Thiagarajan