相关论文: Mind the Jumps: A Scalable Robust Local Gaussian P…

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…

An important issue in quadcopter control is that an accurate dynamic model of the system is nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based estimation is an…

We propose a unified framework for robustly and adaptively stabilizing large-scale networked uncertain Markovian jump linear systems (MJLS) under external disturbances and mode switches that can change the network's topology. Adaptation is…

Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

While Bayesian inference is the gold standard for uncertainty quantification and propagation, its use within physical chemistry encounters formidable computational barriers. These bottlenecks are magnified for modeling data with many…

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

Concept drift and extreme verification latency pose significant challenges in data stream learning, particularly when dealing with recurring concept changes in dynamic environments. This work introduces a novel method based on the Growing…

Scheduling problems in manufacturing, logistics and project management have frequently been modeled using the framework of Resource Constrained Project Scheduling Problems with minimum and maximum time lags (RCPSP/max). Due to the…

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

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…

Temporal variations of apparent magnitude, called light curves, are observational statistics of interest captured by telescopes over long periods of time. Light curves afford the exploration of Space Domain Awareness (SDA) objectives such…

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Stochastic distributed optimization methods that solve an optimization problem over a multi-agent network have played an important role in a variety of large-scale signal processing and machine leaning applications. Among the existing…

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

In this work, we introduce a real-time capable algorithm for considering monotonicity assumptions for recursive Gaussian Process regression (RGP). Therefore, we present how to efficiently calculate the RGP gradients online. Then, we utilize…

Surface roughness plays a critical role and has effects in, e.g. fluid dynamics or contact mechanics. For example, to evaluate fluid behavior at different roughness properties, real-world or numerical experiments are performed. Numerical…

Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…