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Learning dynamical models from data is not only fundamental but also holds great promise for advancing principle discovery, time-series prediction, and controller design. Among various approaches, Gaussian Process State-Space Models…

机器学习 · 计算机科学 2025-10-20 Tengjie Zheng , Haipeng Chen , Lin Cheng , Shengping Gong , Xu Huang

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…

机器学习 · 计算机科学 2025-11-18 Zewen Yang , Dongfa Zhang , Xiaobing Dai , Fengyi Yu , Chi Zhang , Bingkun Huang , Hamid Sadeghian , Sami Haddadin

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

机器人学 · 计算机科学 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

Gaussian Process (GP) models are popular tools in uncertainty quantification (UQ) because they purport to furnish functional uncertainty estimates that can be used to represent model uncertainty. It is often difficult to state with…

统计方法学 · 统计学 2025-09-22 Carlo Graziani , Marieme Ngom

This paper is an attempt to bridge the conceptual gaps between researchers working on the two widely used approaches based on positive definite kernels: Bayesian learning or inference using Gaussian processes on the one side, and…

机器学习 · 统计学 2018-07-10 Motonobu Kanagawa , Philipp Hennig , Dino Sejdinovic , Bharath K Sriperumbudur

Gaussian process (GP) is a Bayesian model which provides several advantages for regression tasks in machine learning such as reliable quantitation of uncertainty and improved interpretability. Their adoption has been precluded by their…

机器学习 · 计算机科学 2023-06-26 Jonathan Parkinson , Wei Wang

Gaussian processes (GPs) are powerful but computationally expensive machine learning models, requiring an estimate of the kernel covariance matrix for every prediction. In large and complex domains, such as graphs, sets, or images, the…

机器学习 · 计算机科学 2022-04-22 Alessandro Tibo , Thomas Dyhre Nielsen

Gaussian processes (GPs) provide a principled and direct approach for inference and learning on graphs. However, the lack of justified graph kernels for spatio-temporal modelling has held back their use in graph problems. We leverage an…

机器学习 · 计算机科学 2024-12-30 Alexander Nikitin , ST John , Arno Solin , Samuel Kaski

Physically motivated Gaussian process (GP) kernels for stellar variability, like the commonly used damped, driven simple harmonic oscillators that model stellar granulation and p-mode oscillations, quantify the instantaneous covariance…

天体物理仪器与方法 · 物理学 2026-05-14 Jacob K. Luhn , Ryan A. Rubenzahl , Samuel Halverson , Lily L. Zhao

Gaussian Processes (GPs) offer an attractive method for regression over small, structured and correlated datasets. However, their deployment is hindered by computational costs and limited guidelines on how to apply GPs beyond simple…

机器学习 · 计算机科学 2023-07-18 Kenza Tazi , Jihao Andreas Lin , Ross Viljoen , Alex Gardner , ST John , Hong Ge , Richard E. Turner

Gaussian processes (GPs) are important probabilistic tools for inference and learning in spatio-temporal modelling problems such as those in climate science and epidemiology. However, existing GP approximations do not simultaneously support…

机器学习 · 计算机科学 2021-06-21 Will Tebbutt , Arno Solin , Richard E. Turner

Time series are an interesting frontier for kernel-based methods, for the simple reason that there is no kernel designed to represent them and their unique characteristics in full generality. Existing sequential kernels ignore the time…

机器学习 · 统计学 2020-04-21 Ahmed Guecioueur , Franz J. Király

In this paper, we consider the use of black-box Gaussian process (GP) models for trajectory tracking control based on feedback linearization, in the context of mechanical systems. We considered two strategies. The first computes the control…

系统与控制 · 电气工程与系统科学 2022-11-29 Alberto Dalla Libera , Fabio Amadio , Daniel Nikovski , Ruggero Carli , Diego Romeres

In this paper, we present a kernel-based, multi-task Gaussian Process (GP) model for approximating the underlying function of an individual's mobility state using a time-inhomogeneous Markov Process with two states: moves and pauses. Our…

机器学习 · 统计学 2023-06-22 Ekin Ugurel

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about…

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

统计方法学 · 统计学 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt

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…

机器学习 · 计算机科学 2021-11-03 Oliver Hamelijnck , William J. Wilkinson , Niki A. Loppi , Arno Solin , Theodoros Damoulas

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

计算金融 · 定量金融 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

We discuss the correspondence between Gaussian process regression and Geometric Harmonics, two similar kernel-based methods that are typically used in different contexts. Research communities surrounding the two concepts often pursue…

机器学习 · 统计学 2021-10-07 Felix Dietrich , Juan M. Bello-Rivas , Ioannis G. Kevrekidis

Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

机器学习 · 计算机科学 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche