Related papers: Efficient sparse GP-MPC with accurate mean and var…

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

We introduce a novel formulation of motion planning, for continuous-time trajectories, as probabilistic inference. We first show how smooth continuous-time trajectories can be represented by a small number of states using sparse Gaussian…

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

We consider the problem of designing a sparse Gaussian process classifier (SGPC) that generalizes well. Viewing SGPC design as constructing an additive model like in boosting, we present an efficient and effective SGPC design method to…

While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that…

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Sparse variational Gaussian processes (GPs) construct tractable posterior approximations to GP models. At the core of these methods is the assumption that the true posterior distribution over training function values ${\bf f}$ and inducing…

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

We introduce a novel algorithm for controlling linear time invariant systems in a tracking problem. The controller is based on a Gaussian Process (GP) whose realizations satisfy a system of linear ordinary differential equations with…

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

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…

Large, multi-dimensional spatio-temporal datasets are omnipresent in modern science and engineering. An effective framework for handling such data are Gaussian process deep generative models (GP-DGMs), which employ GP priors over the latent…

Multifidelity models integrate data from multiple sources to produce a single approximator for the underlying process. Dense low-fidelity samples are used to reduce interpolation error, while sparse high-fidelity samples are used to…

Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems, so called recurrent models are frequently used. In this paper…

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Gaussian processes (GPs) offer a flexible class of priors for nonparametric Bayesian regression, but popular GP posterior inference methods are typically prohibitively slow or lack desirable finite-data guarantees on quality. We develop an…

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Repetitive motion tasks are common in robotics, but performance can degrade over time due to environmental changes and robot wear and tear. Iterative learning control (ILC) improves performance by using information from previous iterations…

In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…