Related papers: Recursive Inference for Heterogeneous Multi-Output…
Sequential learning systems are used in a wide variety of problems from decision making to optimization, where they provide a 'belief' (opinion) to nature, and then update this belief based on the feedback (result) to minimize (or maximize)…
Propagating input uncertainty through non-linear Gaussian process (GP) mappings is intractable. This hinders the task of training GPs using uncertain and partially observed inputs. In this paper we refer to this task as "semi-described…
Additive Gaussian Processes (GPs) are popular approaches for nonparametric feature selection. The common training method for these models is Bayesian Back-fitting. However, the convergence rate of Back-fitting in training additive GPs is…
Gaussian Probability Path based Generative Models (GPPGMs) generate data by reversing a stochastic process that progressively corrupts samples with Gaussian noise. Despite state-of-the-art results in 3D molecular generation, their…
In this paper we introduce a novel online time series forecasting model we refer to as the pM-GP filter. We show that our model is equivalent to Gaussian process regression, with the advantage that both online forecasting and online…
Current methods for stochastic hyperparameter learning in Gaussian Processes (GPs) rely on approximations, such as computing biased stochastic gradients or using inducing points in stochastic variational inference. However, when using such…
Data-driven modeling is playing an increasing role in robotics and control, yet standard learning methods typically ignore the geometric structure of nonholonomic systems. As a consequence, the learned dynamics may violate the nonholonomic…
State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…
In many settings, as for example wind farms, multiple machines are instantiated to perform the same task, which is called a fleet. The recent advances with respect to the Internet of Things allow control devices and/or machines to connect…
Multi-output regression problems are commonly encountered in science and engineering. In particular, multi-output Gaussian processes have been emerged as a promising tool for modeling these complex systems since they can exploit the…
Many modern time-series datasets contain large numbers of output response variables sampled for prolonged periods of time. For example, in neuroscience, the activities of 100s-1000's of neurons are recorded during behaviors and in response…
A recursive state estimation procedure is derived for a linear time varying system with both parametric uncertainties and stochastic measurement droppings. This estimator has a similar form as that of the Kalman filter with intermittent…
Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…
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…
The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…
We propose a nonparametric procedure to achieve fast inference in generative graphical models when the number of latent states is very large. The approach is based on iterative latent variable preselection, where we alternate between…
Finite element model updating utilizing frequency response functions as inputs is an important procedure in structural analysis, design and control. This paper presents a highly efficient framework that is built upon Gaussian process…
Satellite-based positioning system such as GPS often suffers from large amount of noise that degrades the positioning accuracy dramatically especially in real-time applications. In this work, we consider a data-mining approach to enhance…
Advances in leveraging Gaussian processes (GP) have enabled learning and inferring dynamic grid behavior from scarce PMU measurements. However, real measurements can be corrupted by various random and targeted threats, leading to inaccurate…
Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is…