相关论文: EVARS-GPR: EVent-triggered Augmented Refitting of …

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

Real-world time series data that commonly reflect sequential human behavior are often uniquely irregularly sampled and sparse, with highly nonuniform sampling over time and entities. Yet, commonly-used pretraining and augmentation methods…

We introduce an ensemble learning method based on Gaussian Process Regression (GPR) for predicting conditional expected stock returns given stock-level and macro-economic information. Our ensemble learning approach significantly reduces the…

Quantifying the impacts of anthropogenic global warming requires accurate Earth system model (ESM) simulations. Statistical bias correction and downscaling can be applied to reduce errors and increase the resolution of ESMs. However,…

Gaussian Process Regression (GPR) is a Bayesian method for inferring profiles based on input data. The technique is increasing in popularity in the fusion community due to its many advantages over traditional fitting techniques including…

Multivariate time series forecasting (MTSF) plays a vital role in numerous real-world applications, yet existing models remain constrained by their reliance on a limited historical context. This limitation prevents them from effectively…

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

Gaussian Process Regression (GPR) is a popular regression method, which unlike most Machine Learning techniques, provides estimates of uncertainty for its predictions. These uncertainty estimates however, are based on the assumption that…

We propose an extension of the non-homogeneous Gaussian regression (NGR) model by Gneiting et al. (2005) that yields locally calibrated probabilistic forecasts of tem- perature, based on the output of an ensemble prediction system (EPS).…

We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data sequence is Gaussian, we prove that the new method…

In this paper, we study the problem where a group of agents aim to collaboratively learn a common static latent function through streaming data. We propose a lightweight distributed Gaussian process regression (GPR) algorithm that is…

We introduce CUTS-GPR, a new method for performing numerically exact Gaussian process regression (GPR) in high-dimensional settings. The key component of CUTS-GPR is an extremely fast kernel matrix-vector product, which exhibits near-linear…

Adaptive time series forecasting is essential for prediction under regime changes. Several classical methods assume linear Gaussian state space model (LGSSM) with variances constant in time. However, there are many real-world processes that…

Interference prediction and resource allocation are critical challenges in mission-critical applications where stringent latency and reliability constraints must be met. This paper proposes a novel Gaussian process regression (GPR)-based…

Accurate forecasting of the Volatility-Covariance Matrix (VCV) is central to regulatory capital adequacy processes such as the Internal Capital Adequacy Assessment Process (ICAAP) and the Comprehensive Capital Analysis and Review (CCAR).…

Finite element model updating utilizing frequency response functions as inputs is an important procedure in structural analysis, design and control. This paper presents a highly efficient framework that is built upon Gaussian process…

Accurately predicting when and where ambulance call-outs occur can reduce response times and ensure the patient receives urgent care sooner. Here we present a novel method for ambulance demand prediction using Gaussian process regression…

Speculative Decoding is a prominent technique for accelerating the autoregressive inference of large language models (LLMs) by employing a fast draft model to propose candidate token sequences and a large target model to verify them in…

Autonomous racing control is a challenging research problem as vehicles are pushed to their limits of handling to achieve an optimal lap time; therefore, vehicles exhibit highly nonlinear and complex dynamics. Difficult-to-model effects,…

Modeling epidemic spread is critical for informing policy decisions aimed at mitigation. Accordingly, in this work we present a new data-driven method based on Gaussian process regression (GPR) to model epidemic spread through the…