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

Accurate human motion prediction with well-calibrated uncertainty is critical for safe human-robot collaboration (HRC), where robots must anticipate and react to human movements in real time. We propose a structured multitask variational…

We introduce a scalable approach to Gaussian process inference that combines spatio-temporal filtering with natural gradient variational inference, resulting in a non-conjugate GP method for multivariate data that scales linearly with…

With the increasing presence of autonomous vehicles (AVs) on public roads, developing robust control strategies to navigate the uncertainty of human-driven vehicles (HVs) is crucial. This paper introduces an advanced method for modeling HV…

Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for…

We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Exact Gaussian Process (GP) regression has O(N^3) runtime for data size N, making it intractable for large N. Many algorithms for improving GP scaling approximate the covariance with lower rank matrices. Other work has exploited structure…

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

With the digitalization of power grids, physical equations become insufficient to describe the network's behavior, and realistic but time-consuming simulators must be used. Numerical experiments, such as safety validation, that involve…

Gaussian Processes (GPs), as a nonparametric learning method, offer flexible modeling capabilities and calibrated uncertainty quantification for function approximations. Additionally, GPs support online learning by efficiently incorporating…

Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost for big data. In this paper, we propose a new Bayesian approach, EigenGP, that learns both…

The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous…

In this paper, we introduce an efficient sparse Gaussian process (E-SGP) for the surrogate modelling of fluid mechanics. This novel Bayesian machine learning algorithm allows efficient model training using databases of different structures.…

We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

Gaussian processes (GPs) are powerful and widely used probabilistic regression models, but their effectiveness in practice is often limited by the choice of kernel function. This kernel function is typically handcrafted from a small set of…

In this paper we propose a constrained guaranteed cost robust model predictive controller (GCMPC) for uncertain discrete time systems. This controller was developed based on a quadratic cost functional and guarantee robustness with respect…

Gaussian process (GP) methods have been widely studied recently, especially for large-scale systems with big data and even more extreme cases when data is sparse. Key advantages of these methods consist in: 1) the ability to provide…

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…