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Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…

机器学习 · 统计学 2025-09-23 Fernando Llorente , Daniel Waxman , Sanket Jantre , Nathan M. Urban , Susan E. Minkoff

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

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Quantifying uncertainties in physical or engineering systems often requires a large number of simulations of the underlying computer models that are computationally intensive. Emulators or surrogate models are often used to accelerate the…

统计方法学 · 统计学 2021-11-11 Junda Xiong , Xin Cai , Jinglai Li

Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…

统计计算 · 统计学 2021-05-03 Amanda Muyskens , Benjamin Priest , Imène Goumiri , Michael Schneider

The recent increase in data availability and reliability has led to a surge in the development of learning-based model predictive control (MPC) frameworks for robot systems. Despite attaining substantial performance improvements over their…

机器人学 · 计算机科学 2023-08-02 Kong Yao Chee , Thales C. Silva , M. Ani Hsieh , George J. Pappas

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

系统与控制 · 电气工程与系统科学 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

Recent advances in sensing and imaging technologies have enabled the collection of high-dimensional spatiotemporal data across complex geometric domains. However, effective modeling of such data remains challenging due to irregular spatial…

机器学习 · 计算机科学 2025-10-16 Xizhuo Zhang , Bing Yao

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

统计计算 · 统计学 2021-03-08 Karla Monterrubio-Gómez , Sara Wade

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

Fitting Gaussian Processes (GPs) provides interpretable aleatoric uncertainty quantification for estimation of spatio-temporal fields. Spatio-temporal deep learning models, while scalable, typically assume a simplistic independent…

Continuous-time trajectory representations are a powerful tool that can be used to address several issues in many practical simultaneous localization and mapping (SLAM) scenarios, like continuously collected measurements distorted by robot…

机器人学 · 计算机科学 2017-05-18 Jing Dong , Byron Boots , Frank Dellaert

The growing potential of quadcopters in various domains, such as aerial photography, search and rescue, and infrastructure inspection, underscores the need for real-time control under strict safety and operational constraints. This…

机器人学 · 计算机科学 2025-05-01 Mohsen Amiri , Mehdi Hosseinzadeh

Gaussian Processes (GPs) provide a flexible and statistically principled foundation for modelling spatiotemporal phenomena, but their $O(N^3)$ scaling makes them intractable for large datasets. Approximate methods such as variational…

机器学习 · 统计学 2026-04-01 Jhonathan Navott , Daniel Jenson , Seth Flaxman , Elizaveta Semenova

The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework the discrepancy between the simulated and observed data is…

机器学习 · 统计学 2020-08-07 Marko Järvenpää , Aki Vehtari , Pekka Marttinen

It is a common practice in the machine learning community to assume that the observed data are noise-free in the input attributes. Nevertheless, scenarios with input noise are common in real problems, as measurements are never perfectly…

Gaussian Process (GP) regression is shown to be effective for learning unknown dynamics, enabling efficient and safety-aware control strategies across diverse applications. However, existing GP-based model predictive control (GP-MPC)…

系统与控制 · 电气工程与系统科学 2025-05-13 Manish Prajapat , Johannes Köhler , Amon Lahr , Andreas Krause , Melanie N. Zeilinger

Physical systems can often be described via a continuous-time dynamical system. In practice, the true system is often unknown and has to be learned from measurement data. Since data is typically collected in discrete time, e.g. by sensors,…

机器学习 · 计算机科学 2024-01-31 Katharina Ensinger , Nicholas Tagliapietra , Sebastian Ziesche , Sebastian Trimpe

Mapping with uncertainty representation is required in many research domains, especially for localization. Although there are many investigations regarding the uncertainty of the pose estimation of an ego-robot with map information, the…

机器人学 · 计算机科学 2023-08-30 Qianqian Zou , Claus Brenner , Monika Sester

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