相关论文: Quasi-periodic Gaussian Processes for stellar acti…

Aims: Stellar activity may complicate the analysis of high-precision radial-velocity spectroscopic data when looking for exoplanets signatures. We aim at quantifying the impact of stellar spots on stars with various spectral types and…

Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…

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…

Strong, coherent, quasi-periodic brightness oscillations (QPOs) with frequencies ranging from about 300 Hz to 1200 Hz have been discovered with the Rossi X-ray Timing Explorer in the X-ray emission from some fifteen neutron stars in…

Gaussian Process (GP) regression models typically assume that residuals are Gaussian and have the same variance for all observations. However, applications with input-dependent noise (heteroscedastic residuals) frequently arise in practice,…

This article shortly introduces Gaussian processes (GP) as a new approach for modelling time series in the field of blazar physics. In the second part of the paper, recent results from an application of GP modelling to the multi-wavelength…

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Gaussian processes have become a popular tool for nonparametric regression because of their flexibility and uncertainty quantification. However, they often use stationary kernels, which limit the expressiveness of the model and may be…

Gaussian Process State Space Models (GP-SSMs) are a non-parametric model class suitable to represent nonlinear dynamics. They become increasingly popular in data-driven modeling approaches, i.e. when no first-order physics-based models are…

Kilohertz quasi-periodic oscillations or kHz QPOs occur on the orbital timescale of the inner accretion flow and may carry signatures of the physics of strong gravity (c$^{2}$ ~ GM/R) and possibly clues to constraining the neutron star…

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…

The correlation length-scale next to the noise variance are the most used hyperparameters for the Gaussian processes. Typically, stationary covariance functions are used, which are only dependent on the distances between input points and…

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…

We develop a statistical analysis model of Kepler star flux data in the presence of planet transits, non-Gaussian noise, and star variability. We first develop a model for Kepler noise probability distribution in the presence of outliers,…

Gaussian processes (GP) are widely used as a metamodel for emulating time-consuming computer codes. We focus on problems involving categorical inputs, with a potentially large number L of levels (typically several tens), partitioned in G <<…

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…

Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were…

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…