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Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

Machine Learning · Statistics 2025-02-11 Zhanfeng Wang , Xinyu Li , Hao Ding , Jian Qing Shi

We introduce a generative learning framework to model high-dimensional parametric systems using gradient guidance and virtual observations. We consider systems described by Partial Differential Equations (PDEs) discretized with structured…

Machine Learning · Computer Science 2024-08-02 Han Gao , Sebastian Kaltenbach , Petros Koumoutsakos

Gaussian processes (GPs) are popular nonparametric statistical models for learning unknown functions and quantifying the spatiotemporal uncertainty in data. Recent works have extended GPs to model scalar and vector quantities distributed…

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

Signal Processing · Electrical Eng. & Systems 2026-05-01 Daniel Waxman , Fernando Llorente , Petar M. Djurić

To address the challenges of reliability analysis in high-dimensional probability spaces, this paper proposes a new metamodeling method that couples active subspace, heteroscedastic Gaussian process, and active learning. The active subspace…

Applications · Statistics 2024-04-11 Jungho Kim , Ziqi Wang , Junho Song

Effective forces -- derived from experimental or {\it in silico} molecular dynamics time traces -- are critical in developing reduced and computationally efficient descriptions of otherwise complex dynamical problems. Thus, designing…

Biological Physics · Physics 2019-08-29 J Shepard Bryan , Ioannis Sgouralis , Steve Pressé

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Machine Learning · Statistics 2017-03-02 Kurt Cutajar , Edwin V. Bonilla , Pietro Michiardi , Maurizio Filippone

Active learning is a subfield of machine learning that focuses on improving the data collection efficiency of expensive-to-evaluate systems. Especially, active learning integrated surrogate modeling has shown remarkable performance in…

Machine Learning · Computer Science 2023-04-19 Cheolhei Lee , Kaiwen Wang , Jianguo Wu , Wenjun Cai , Xiaowei Yue

The transduction of sequence has been mostly done by recurrent networks, which are computationally demanding and often underestimate uncertainty severely. We propose a computationally efficient attention-based network combined with the…

Machine Learning · Computer Science 2021-02-11 Kuilin Chen , Chi-Guhn Lee

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…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

The problem of identifying geometric structure in data is a cornerstone of (unsupervised) learning. As a result, Geometric Representation Learning has been widely applied across scientific and engineering domains. In this work, we…

Machine Learning · Computer Science 2025-06-03 Imran Nasim , Melanie Weber

We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based…

Systems and Control · Electrical Eng. & Systems 2024-12-13 Filippo Airaldi , Bart De Schutter , Azita Dabiri

Annotating data for supervised learning can be costly. When the annotation budget is limited, active learning can be used to select and annotate those observations that are likely to give the most gain in model performance. We propose an…

Machine Learning · Statistics 2024-08-19 Amanda Olmin , Jakob Lindqvist , Lennart Svensson , Fredrik Lindsten

Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…

Machine Learning · Statistics 2011-12-30 Neil Houlsby , Ferenc Huszár , Zoubin Ghahramani , Máté Lengyel

Gaussian Processes (GPs), as a nonparametric learning method, offer flexible modeling capabilities and calibrated uncertainty quantification for function approximations. Additionally, GPs support online learning by efficiently incorporating…

Machine Learning · Computer Science 2025-11-18 Zewen Yang , Dongfa Zhang , Xiaobing Dai , Fengyi Yu , Chi Zhang , Bingkun Huang , Hamid Sadeghian , Sami Haddadin

Feed-forward neural networks (NN) are a staple machine learning method widely used in many areas of science and technology. While even a single-hidden layer NN is a universal approximator, its expressive power is limited by the use of…

Machine Learning · Statistics 2023-09-28 Sergei Manzhos , Manabu Ihara

This paper proposes a novel framework for implicit multi-camera system calibration utilizing Gaussian Process (GP) regression. Conventional explicit calibration methods are constrained by rigid mathematical models and struggle with complex,…

Computer Vision and Pattern Recognition · Computer Science 2026-05-11 Ivan De Boi , Bart Ribbens , Veronika Golanova , Ursula Kapov , Simon Verspeek

This paper integrates manifold learning techniques within a \emph{Gaussian process upper confidence bound} algorithm to optimize an objective function on a manifold. Our approach is motivated by applications where a full representation of…

Machine Learning · Statistics 2023-11-10 Hwanwoo Kim , Daniel Sanz-Alonso , Ruiyi Yang
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