中文
相关论文

相关论文: A Hybrid Gaussian Process Approach to Robust Econo…

200 篇论文

This paper presents an adaptive online learning framework for systems with uncertain parameters to ensure safety-critical control in non-stationary environments. Our approach consists of two phases. The initial phase is centered on a novel…

机器学习 · 计算机科学 2024-03-06 Yu Zhang , Long Wen , Xiangtong Yao , Zhenshan Bing , Linghuan Kong , Wei He , Alois Knoll

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

机器学习 · 统计学 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Gaussian Process (GP) regressions have proven to be a valuable tool to predict disturbances and model mismatches and incorporate this information into a Model Predictive Control (MPC) prediction. Unfortunately, the computational complexity…

系统与控制 · 电气工程与系统科学 2022-10-17 Niklas Schmid , Jonas Gruner , Hossam S. Abbas , Philipp Rostalski

We propose a new method for automatically detecting monotonic input-output relationships from data using Gaussian Process (GP) models with virtual derivative observations. Our results on synthetic and real datasets show that the proposed…

统计方法学 · 统计学 2016-10-19 Eero Siivola , Juho Piironen , Aki Vehtari

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…

机器学习 · 计算机科学 2025-05-01 Pierre Houdouin , Lucas Saludjian

Accurately predicting the future capacity and remaining useful life of batteries is necessary to ensure reliable system operation and to minimise maintenance costs. The complex nature of battery degradation has meant that mechanistic…

应用统计 · 统计学 2017-06-01 Robert R. Richardson , Michael A. Osborne , David A. Howey

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

机器学习 · 统计学 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

Nonlinear model predictive control (NMPC) is one of the few control methods that can handle multivariable nonlinear controlsystems with constraints. Gaussian processes (GPs) present a powerful tool to identify the required plant model and…

最优化与控制 · 数学 2020-05-26 E. Bradford , L. Imsland , D. Zhang , E. A. del Rio-Chanona

We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…

机器学习 · 统计学 2015-07-03 Cuong Tran , Vladimir Pavlovic , Robert Kopp

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

For autonomous mobile robots, uncertainties in the environment and system model can lead to failure in the motion planning pipeline, resulting in potential collisions. In order to achieve a high level of robust autonomy, these robots should…

机器人学 · 计算机科学 2024-02-05 Nicholas Mohammad , Jacob Higgins , Nicola Bezzo

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

统计方法学 · 统计学 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

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…

统计方法学 · 统计学 2024-09-13 Chenyi Lyu , Xingchi Liu , Lyudmila Mihaylova

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

计算物理 · 物理学 2025-06-09 Christopher DeGrendele , Dongwook Lee

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

计量经济学 · 经济学 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

机器学习 · 统计学 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

统计计算 · 统计学 2018-12-20 Thomas Wutzler

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…

机器人学 · 计算机科学 2024-04-11 Jie Wang , Yash Vardhan Pant , Lei Zhao , Michał Antkiewicz , Krzysztof Czarnecki

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

机器学习 · 计算机科学 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

统计理论 · 数学 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson