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When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…

Signal Processing · Electrical Eng. & Systems 2021-11-08 Alejandro J. Ordóñez-Conejo , Armin Lederer , Sandra Hirche

We present estimates of the critical properties, thermodynamic functions, and principal shock Hugoniot of hot dense aluminum fluid as predicted from a chemical model for the equation-of-state of hot dense, partially ionized and partially…

Plasma Physics · Physics 2018-04-04 Mofreh R. Zaghloul

We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model…

Machine Learning · Statistics 2021-02-17 Artem Artemev , David R. Burt , Mark van der Wilk

Construction of kinetic models has become an indispensable step in the development and scale up of processes in the industry. Model-based design of experiments (MBDoE) has been widely used for the purpose of improving parameter precision in…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Panagiotis Petsagkourakis , Federico Galvanin

Gaussian processes regression is applied to augment experimental data of transfer-path analysis (TPA) by known information about the underlying physical properties of the system under investigation. The approach can be used as an…

Classical Physics · Physics 2019-05-21 Christopher Albert

In order to verify and validate the newly developed thermoelectron equation of state (EOS) model that is based on the Wu-Jing (W-J) EOS, calculations of shock compression behavior have been made on five different porous metals-iron, copper,…

Materials Science · Physics 2012-03-06 H. Y. Geng , Q. Wu , H. Tan , L. Cai , F. Jing

Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…

Machine Learning · Computer Science 2022-06-22 Jonathan Wenger , Geoff Pleiss , Philipp Hennig , John P. Cunningham , Jacob R. Gardner

The development of surrogate models to study uncertainties in hydrologic systems requires significant effort in the development of sampling strategies and forward model simulations. Furthermore, in applications where prediction time is…

Computational Physics · Physics 2023-01-19 Chen Chen , Clint Dawson , Eirik Valseth

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

We discuss continuous cascade models and their potential for modelling the energy dissipation in a turbulent flow. Continuous cascade processes, expressed in terms of stochastic integrals with respect to L\'evy bases, are examples of ambit…

Statistical Mechanics · Physics 2013-05-07 Emil Hedevang , Jürgen Schmiegel

We have implemented quantum modeling mainly based on Bohmian Mechanics to study time series that contain strong coupling between their events. We firstly propose how compared to normal densities, our target time series seem to be associated…

Mathematical Finance · Quantitative Finance 2023-07-26 Reza Hosseini , Samin Tajik , Zahra Koohi Lai , Tayeb Jamali , Emmanuel Haven , G. Reza Jafari

Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…

Machine Learning · Computer Science 2025-07-10 Jihao Andreas Lin

Efficient high-rank approximations of the Hessian can accelerate seismic full waveform inversion (FWI) and uncertainty quantification (UQ). In FWI, approximations of the inverse of the Hessian may be used as preconditioners for Newton-type…

Numerical Analysis · Mathematics 2025-08-12 Mathew Hu , Nick Alger , Rami Nammour , Omar Ghattas

This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…

Systems and Control · Computer Science 2016-06-08 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

Understanding intrusion and extrusion in nanoporous materials is a challenging multiscale problem of utmost importance for applications ranging from energy storage and dissipation to water desalination and hydrophobic gating in ion…

Soft Condensed Matter · Physics 2023-05-25 Gonçalo Paulo , Alberto Gubbiotti , Alberto Giacomello

Deep Gaussian processes have recently been proposed as natural objects to fit, similarly to deep neural networks, possibly complex features present in modern data samples, such as compositional structures. Adopting a Bayesian nonparametric…

Statistics Theory · Mathematics 2025-02-04 Ismaël Castillo , Thibault Randrianarisoa

Constitutive models play a crucial role in materials science as they describe the behavior of the materials in mathematical forms. Over the last few decades, the rapid development of manufacturing technologies have led to the discovery of…

Materials Science · Physics 2024-10-17 Xinxin Wu , Yin Zhang , Sheng Mao

We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…

Fluid Dynamics · Physics 2021-04-14 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

In this paper, we present a data-driven Model Predictive Controller that leverages a Gaussian Process to generate optimal motion policies for connected autonomous vehicles in regions with uncertainty in the wireless channel. The…

Systems and Control · Electrical Eng. & Systems 2021-06-24 Hassan Jafarzadeh , Cody Fleming

Learning for control in repeated tasks allows for well-designed experiments to gather the most useful data. We consider the setting in which we use a data-driven controller that does not have access to the true system dynamics. Rather, the…

Systems and Control · Electrical Eng. & Systems 2025-02-21 Sean Anderson , Katie Byl , João P. Hespanha