相关论文: Output-Dependent Gaussian Process State-Space Mode…

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…

This article addresses the output regulation problem for a class of nonlinear systems using a data-driven approach. An output feedback controller is proposed that integrates a traditional control component with a data-driven learning…

The recently introduced Gaussian Process State (GPS) provides a highly flexible, compact and physically insightful representation of quantum many-body states based on ideas from the zoo of machine learning approaches. In this work, we give…

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

Quantifying spatial and/or temporal associations in multivariate geolocated data of different types is achievable via spatial random effects in a Bayesian hierarchical model, but severe computational bottlenecks arise when spatial…

We propose the Gaussian-Linear Hidden Markov model (GLHMM), a generalisation of different types of HMMs commonly used in neuroscience. In short, the GLHMM is a general framework where linear regression is used to flexibly parameterise the…

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

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…

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

The interpretation of complex high-dimensional data typically requires the use of dimensionality reduction techniques to extract explanatory low-dimensional representations. However, in many real-world problems these representations may not…

We present a novel approach for fully non-stationary Gaussian process regression (GPR), where all three key parameters -- noise variance, signal variance and lengthscale -- can be simultaneously input-dependent. We develop gradient-based…

Multi-output regression seeks to borrow strength and leverage commonalities across different but related outputs in order to enhance learning and prediction accuracy. A fundamental assumption is that the output/group membership labels for…

Gaussian processes are valuable tools for non-parametric modelling, where typically an assumption of stationarity is employed. While removing this assumption can improve prediction, fitting such models is challenging. In this work,…

Purely data driven approaches for machine learning present difficulties when data is scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to…

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

We consider a nonlinear state-space model with the state transition and observation functions expressed as basis function expansions. The coefficients in the basis function expansions are learned from data. Using a connection to Gaussian…

This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…