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This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Mohammadreza Rostam , Ryozo Nagamune , Vladimir Grebenyuk

Uncertainty quantification plays a key role in the development of autonomous systems, decision-making, and tracking over wireless sensor networks (WSNs). However, there is a need of providing uncertainty confidence bounds, especially for…

Machine Learning · Statistics 2024-09-13 Xingchi Liu , Lyudmila Mihaylova , Jemin George , Tien Pham

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

In this manuscript we introduce numerical Gaussian process Kalman filtering (GPKF). Numerical Gaussian processes have recently been developed to simulate spatiotemporal models. The contribution of this paper is to embed numerical Gaussian…

Machine Learning · Statistics 2020-05-12 Armin Küper , Steffen Waldherr

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Gaussian Process (GP) models are a class of flexible non-parametric models that have rich representational power. By using a Gaussian process with additive structure, complex responses can be modelled whilst retaining interpretability.…

Machine Learning · Statistics 2022-06-22 Xiaoyu Lu , Alexis Boukouvalas , James Hensman

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

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

Precise probabilistic information about drug-target interaction (DTI) predictions is vital for understanding limitations and boosting predictive performance. Gaussian processes (GP) offer a scalable framework to integrate state-of-the-art…

Machine Learning · Computer Science 2026-01-01 Bence Bolgár , András Millinghoffer , Péter Antal

Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were…

Methodology · Statistics 2026-01-01 Soonhong Cho , Doeun Kim , Chad Hazlett

Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse…

Machine Learning · Statistics 2021-06-01 Rui Meng , Herbert Lee , Soper Braden , Priyadip Ray

Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from…

Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost for big data. In this paper, we propose a new Bayesian approach, EigenGP, that learns both…

Machine Learning · Computer Science 2015-07-14 Hao Peng , Yuan Qi

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

Gaussian Processes (GPs) provide a flexible and statistically principled foundation for modelling spatiotemporal phenomena, but their $O(N^3)$ scaling makes them intractable for large datasets. Approximate methods such as variational…

Machine Learning · Statistics 2026-04-01 Jhonathan Navott , Daniel Jenson , Seth Flaxman , Elizaveta Semenova

Mobility-on-demand (MoD) systems have recently emerged as a promising paradigm of one-way vehicle sharing for sustainable personal urban mobility in densely populated cities. In this paper, we enhance the capability of a MoD system by…

Robotics · Computer Science 2013-06-07 Jie Chen , Kian Hsiang Low , Colin Keng-Yan Tan

Objective: Gaussian Processes (GP)-based filters, which have been effectively used for various applications including electrocardiogram (ECG) filtering can be computationally demanding and the choice of their hyperparameters is typically ad…

Signal Processing · Electrical Eng. & Systems 2024-01-10 Mircea Dumitru , Qiao Li , Erick Andres Perez Alday , Ali Bahrami Rad , Gari D. Clifford , Reza Sameni

Gaussian process (GP) models are commonly used statistical metamodels for emulating expensive computer simulators. Fitting a GP model can be numerically unstable if any pair of design points in the input space are close together. Ranjan,…

Computation · Statistics 2015-11-20 Blake MacDonald , Pritam Ranjan , Hugh Chipman

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…

Machine Learning · Computer Science 2020-01-15 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter , Fritz J. Friedersdorf
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