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Gaussian process (GP) models are widely used to analyze spatially referenced data and to predict values at locations without observations. In contrast to many algorithmic procedures, GP models are based on a statistical framework, which…

Computation · Statistics 2020-01-01 Florian Gerber , Douglas W. Nychka

We present a new algorithmic paradigm for the decentralized solution of graph-structured optimization problems that arise in the estimation and control of network systems. A key and novel design concept of the proposed approach is that it…

Optimization and Control · Mathematics 2020-04-01 Sungho Shin , Victor M. Zavala , Mihai Anitescu

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

Gaussian processes have been successful in both supervised and unsupervised machine learning tasks, but their computational complexity has constrained practical applications. We introduce a new approximation for large-scale Gaussian…

Machine Learning · Computer Science 2015-11-03 David A. Moore , Stuart J. Russell

In decentralized optimization environments, each agent $i$ in a network of $n$ nodes has its own private function $f_i$, and nodes communicate with their neighbors to cooperatively minimize the aggregate objective $\sum_{i=1}^n f_i$. In…

Optimization and Control · Mathematics 2022-09-16 Marina Costantini , Nikolaos Liakopoulos , Panayotis Mertikopoulos , Thrasyvoulos Spyropoulos

This paper presents a scalable Bayesian technique for decentralized state estimation from multiple platforms in dynamic environments. As has long been recognized, centralized architectures impose severe scaling limitations for distributed…

Artificial Intelligence · Computer Science 2012-12-12 Matthew Rosencrantz , Geoffrey Gordon , Sebastian Thrun

Decentralized Stochastic Gradient Descent (SGD) is an emerging neural network training approach that enables multiple agents to train a model collaboratively and simultaneously. Rather than using a central parameter server to collect…

Machine Learning · Computer Science 2023-06-02 Lisang Ding , Kexin Jin , Bicheng Ying , Kun Yuan , Wotao Yin

This paper introduces an active learning framework for manifold Gaussian Process (GP) regression, combining manifold learning with strategic data selection to improve accuracy in high-dimensional spaces. Our method jointly optimizes a…

Machine Learning · Statistics 2026-05-12 Yuanxing Cheng , Lulu Kang , Yiwei Wang , Chun Liu

Feedback optimization is an increasingly popular control paradigm to optimize dynamical systems, accounting for control objectives that concern the system operation at steady-state. Existing feedback optimization techniques heavily rely on…

Optimization and Control · Mathematics 2025-04-08 Amir Mehrnoosh , Gianluca Bianchin

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

Numerical Analysis · Mathematics 2022-01-05 Vahid Keshavarzzadeh , Shandian Zhe , Robert M. Kirby , Akil Narayan

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

Graph-based environments pose unique challenges to multi-agent reinforcement learning. In decentralized approaches, agents operate within a given graph and make decisions based on partial or outdated observations. The size of the observed…

Multiagent Systems · Computer Science 2024-06-05 Jannis Weil , Zhenghua Bao , Osama Abboud , Tobias Meuser

While various multi-agent reinforcement learning methods have been proposed in cooperative settings, few works investigate how self-interested learning agents achieve mutual coordination in decentralized general-sum games and generalize…

Multiagent Systems · Computer Science 2023-01-05 Ziyi Liu , Xian Guo , Yongchun Fang

Gaussian processes (GP) are a popular and powerful tool for spatial modelling of data, especially data that quantify environmental processes. However, in stationary form, whether covariance is isotropic or anisotropic, GPs may lack the…

Methodology · Statistics 2023-11-10 Benjamin D. Youngman

Modern scientific problems are often multi-disciplinary and require integration of computer models from different disciplines, each with distinct functional complexities, programming environments, and computation times. Linked Gaussian…

Machine Learning · Statistics 2023-06-05 Deyu Ming , Daniel Williamson

Quantifying uncertainties in physical or engineering systems often requires a large number of simulations of the underlying computer models that are computationally intensive. Emulators or surrogate models are often used to accelerate the…

Methodology · Statistics 2021-11-11 Junda Xiong , Xin Cai , Jinglai Li

Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…

Methodology · Statistics 2015-01-30 Silvia Montagna , Surya T. Tokdar

Approximate Bayesian computation (ABC) can be used for model fitting when the likelihood function is intractable but simulating from the model is feasible. However, even a single evaluation of a complex model may take several hours,…

Machine Learning · Statistics 2018-02-19 Marko Järvenpää , Michael Gutmann , Aki Vehtari , Pekka Marttinen

Gaussian processes (GPs) provide a gold standard for performance in online settings, such as sample-efficient control and black box optimization, where we need to update a posterior distribution as we acquire data in a sequential fashion.…

Machine Learning · Statistics 2021-03-03 Samuel Stanton , Wesley J. Maddox , Ian Delbridge , Andrew Gordon Wilson

The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…

Statistics Theory · Mathematics 2022-07-27 Kelly R. Moran , Matthew W. Wheeler
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