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Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and…

Machine Learning · Statistics 2019-01-31 Yichi Zhang , Siyu Tao , Wei Chen , Daniel W. Apley

In this paper, we extend a famous motion planning approach GPMP2 to multi-robot cases, yielding a novel centralized trajectory generation method for the multi-robot formation. A sparse Gaussian Process model is employed to represent the…

Robotics · Computer Science 2021-08-02 Shuang Guo , Bo Liu , Shen Zhang , Jifeng Guo , Changhong Wang

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

This extended abstract introduces a novel method for continuous state estimation of continuum robots. We formulate the estimation problem as a factor-graph optimization problem using a novel Gaussian-process prior that is parameterized over…

Robotics · Computer Science 2024-09-20 Spencer Teetaert , Sven Lilge , Jessica Burgner-Kahrs , Timothy D. Barfoot

Gaussian Process (GP) regression is a popular and sample-efficient approach for many engineering applications, where observations are expensive to acquire, and is also a central ingredient of Bayesian optimization (BO), a highly prevailing…

Machine Learning · Statistics 2025-06-06 Sébastien Da Veiga

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

Machine Learning · Statistics 2025-06-02 Gabriel V Cardoso , Mike Pereira

We present a novel approach for explaining Gaussian processes (GPs) that can utilize the full analytical covariance structure present in GPs. Our method is based on the popular solution concept of Shapley values extended to stochastic…

Machine Learning · Statistics 2023-05-25 Siu Lun Chau , Krikamol Muandet , Dino Sejdinovic

This work addresses the issue of motion compensation and pattern tracking in event camera data. An event camera generates asynchronous streams of events triggered independently by each of the pixels upon changes in the observed intensity.…

Computer Vision and Pattern Recognition · Computer Science 2023-03-07 Cedric Le Gentil , Ignacio Alzugaray , Teresa Vidal-Calleja

We present an approach for satisfying state constraints in systems with nonparametric uncertainty by estimating this uncertainty with a real-time-update Gaussian process (GP) model. Notably, new data is incorporated into the model in real…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Ricardo Gutierrez , Jesse B. Hoagg

Intensive longitudinal studies are becoming progressively more prevalent across many social science areas, especially in psychology. New technologies like smart-phones, fitness trackers, and the Internet of Things make it much easier than…

Methodology · Statistics 2019-06-17 Yunxiao Chen , Siliang Zhang

Gaussian processes (GP) are a versatile tool in machine learning and computational science. We here consider the case of multi-output Gaussian processes (MOGP) and present low-rank approaches for efficiently computing the posterior mean of…

Numerical Analysis · Mathematics 2025-05-01 Sebastian Esche , Martin Stoll

Sparse variational Gaussian process (GP) approximations based on inducing points have become the de facto standard for scaling GPs to large datasets, owing to their theoretical elegance, computational efficiency, and ease of implementation.…

Machine Learning · Statistics 2025-02-14 Thang D. Bui , Matthew Ashman , Richard E. Turner

The transition to a smarter grid is empowered by enhanced sensor deployments and smart metering infrastructure in the distribution system. Measurements from these sensors and meters can be used for many applications, including distribution…

Systems and Control · Electrical Eng. & Systems 2022-09-07 Shweta Dahale , Balasubramaniam Natarajan

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

Gaussian processes (GPs) are popular as nonlinear regression models for expensive computer simulations, yet GP performance relies heavily on estimation of unknown covariance parameters. Maximum likelihood estimation (MLE) is common, but it…

Methodology · Statistics 2025-11-25 Ayumi Mutoh , Annie S. Booth , Jonathan W. Stallrich

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez

Gaussian process (GP) regression is a Bayesian nonparametric method for regression and interpolation, offering a principled way of quantifying the uncertainties of predicted function values. For the quantified uncertainties to be…

Statistics Theory · Mathematics 2025-08-22 Masha Naslidnyk , Motonobu Kanagawa , Toni Karvonen , Maren Mahsereci

The detection of periodic signals in irregularly-sampled time series is a problem commonly encountered in astronomy. Traditional tools used for periodic searches, such as the periodogram, have poorly defined statistical properties under…

Instrumentation and Methods for Astrophysics · Physics 2025-01-13 A. Gúrpide , M. Middleton

Gaussian Process (GP) models are a powerful and flexible tool for non-parametric regression and classification. Computation for GP models is intensive, since computing the posterior density, $\pi$, for covariance function parameters…

Computation · Statistics 2013-05-13 Chunyi Wang , Radford M. Neal

The Gaussian process is a powerful and flexible technique for interpolating spatiotemporal data, especially with its ability to capture complex trends and uncertainty from the input signal. This chapter describes Gaussian processes as an…

Machine Learning · Statistics 2021-10-11 Kien Nguyen , John Krumm , Cyrus Shahabi