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Dynamic behavior of traffic adversely affect the performance of the prediction models in intelligent transportation applications. This study applies Gaussian processes (GPs) to traffic speed prediction. Such predictions can be used by…

应用统计 · 统计学 2020-11-25 Gurcan Comert

This paper presents a computationally efficient approach for Gaussian process model predictive control (GP-MPC), where Gaussian process (GP) regression is used to complement a baseline model of the system dynamics. The proposed method…

最优化与控制 · 数学 2026-05-12 Giannis Badakis , Mircea Lazar , Roland Toth

Standard GPs offer a flexible modelling tool for well-behaved processes. However, deviations from Gaussianity are expected to appear in real world datasets, with structural outliers and shocks routinely observed. In these cases GPs can fail…

机器学习 · 统计学 2022-09-08 Yaman Kındap , Simon Godsill

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

机器学习 · 统计学 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

To advance formal verification of stochastic systems against temporal logic requirements for handling unknown dynamics, researchers have been designing data-driven approaches inspired by breakthroughs in the underlying machine learning…

计算机科学中的逻辑 · 计算机科学 2024-08-01 Oliver Schön , Shammakh Naseer , Ben Wooding , Sadegh Soudjani

Multi-output Gaussian process (MGP) is commonly used as a transfer learning method to leverage information among multiple outputs. A key advantage of MGP is providing uncertainty quantification for prediction, which is highly important for…

机器学习 · 统计学 2024-09-06 Wang Xinming , Li Yongxiang , Yue Xiaowei , Wu Jianguo

The combination of inducing point methods with stochastic variational inference has enabled approximate Gaussian Process (GP) inference on large datasets. Unfortunately, the resulting predictive distributions often exhibit substantially…

机器学习 · 统计学 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

Approximations to Gaussian processes based on inducing variables, combined with variational inference techniques, enable state-of-the-art sparse approaches to infer GPs at scale through mini batch-based learning. In this work, we address…

机器学习 · 统计学 2021-07-21 Gia-Lac Tran , Dimitrios Milios , Pietro Michiardi , Maurizio Filippone

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

系统与控制 · 计算机科学 2019-10-03 Truong X. Nghiem

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

机器人学 · 计算机科学 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

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…

机器学习 · 计算机科学 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov

Gaussian Process state-space models capture complex temporal dependencies in a principled manner by placing a Gaussian Process prior on the transition function. These models have a natural interpretation as discretized stochastic…

机器学习 · 计算机科学 2022-02-24 Krista Longi , Jakob Lindinger , Olaf Duennbier , Melih Kandemir , Arto Klami , Barbara Rakitsch

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

统计方法学 · 统计学 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

Discrete automated processes in industrial and cyber-physical systems often exhibit a repetitive structure in which successive repetitions follow a common trajectory while differing in duration, amplitude, and fine-scale dynamics. Such…

机器学习 · 统计学 2026-05-14 Elias Reich , Saverio Messineo , Stefan Huber

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…

机器学习 · 统计学 2012-09-24 Elad Gilboa , Yunus Saatçi , John P. Cunningham

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

最优化与控制 · 数学 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…

Gaussian processes (GPs) based methods for solving partial differential equations (PDEs) demonstrate great promise by bridging the gap between the theoretical rigor of traditional numerical algorithms and the flexible design of machine…

数值分析 · 数学 2024-02-02 Xianjin Yang , Houman Owhadi

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…

统计计算 · 统计学 2024-08-02 Haoyuan Chen , Rui Tuo