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The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and…

机器学习 · 计算机科学 2024-11-18 Anton Johansson , Arunselvan Ramaswamy

Multi-output Gaussian processes (MOGPs) leverage the flexibility and interpretability of GPs while capturing structure across outputs, which is desirable, for example, in spatio-temporal modelling. The key problem with MOGPs is their…

We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…

统计计算 · 统计学 2019-04-24 Linda S. L. Tan , Victor M. H. Ong , David J. Nott , Ajay Jasra

Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing…

机器学习 · 统计学 2021-07-20 Ayush Jain , P. K. Srijith , Mohammad Emtiyaz Khan

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

Gaussian processes (GPs) are a popular model for spatially referenced data and allow descriptive statements, predictions at new locations, and simulation of new fields. Often a few parameters are sufficient to parameterize the covariance…

机器学习 · 统计学 2021-01-01 Florian Gerber , Douglas W. Nychka

We present an implementation of model-based online reinforcement learning (RL) for continuous domains with deterministic transitions that is specifically designed to achieve low sample complexity. To achieve low sample complexity, since the…

人工智能 · 计算机科学 2012-02-01 Tobias Jung , Peter Stone

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

机器学习 · 计算机科学 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

To enable closed form conditioning, a common assumption in Gaussian process (GP) regression is independent and identically distributed Gaussian observation noise. This strong and simplistic assumption is often violated in practice, which…

机器学习 · 统计学 2024-06-04 Matias Altamirano , François-Xavier Briol , Jeremias Knoblauch

Deep Gaussian Processes (DGPs) compose GP layers to warp inputs, enabling improved emulation of computer models with nonstationary input-output behavior compared with ordinary GPs. In contrast to GPs, the predictive uncertainty for DGP…

统计计算 · 统计学 2026-05-12 Yiming Yang , Deyu Ming , Serge Guillas

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems so called recurrent models are used. In this article we…

机器学习 · 统计学 2017-11-21 Roman Föll , Bernard Haasdonk , Markus Hanselmann , Holger Ulmer

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

多智能体系统 · 计算机科学 2026-02-13 Sanket A. Salunkhe , George P. Kontoudis

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

机器人学 · 计算机科学 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

Gaussian Processes (GPs), as a nonparametric learning method, offer flexible modeling capabilities and calibrated uncertainty quantification for function approximations. Additionally, GPs support online learning by efficiently incorporating…

机器学习 · 计算机科学 2025-11-18 Zewen Yang , Dongfa Zhang , Xiaobing Dai , Fengyi Yu , Chi Zhang , Bingkun Huang , Hamid Sadeghian , Sami Haddadin

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

统计理论 · 数学 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

Large scale Gaussian process (GP) regression is infeasible for larger data sets due to cubic scaling of flops and quadratic storage involved in working with covariance matrices. Remedies in recent literature focus on divide-and-conquer,…

统计方法学 · 统计学 2020-05-28 Adam M. Edwards , Robert B. Gramacy

Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…

统计方法学 · 统计学 2015-01-30 Silvia Montagna , Surya T. Tokdar

3D Gaussian Splatting (3DGS) has gained significant attention for its real-time, photo-realistic rendering in novel-view synthesis and 3D modeling. However, existing methods struggle with accurately modeling in-the-wild scenes affected by…

计算机视觉与模式识别 · 计算机科学 2025-12-05 Chuanyu Fu , Guanying Chen , Yuqi Zhang , Kunbin Yao , Yuan Xiong , Chuan Huang , Shuguang Cui , Yasuyuki Matsushita , Xiaochun Cao

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,…

最优化与控制 · 数学 2024-09-17 Manish Prajapat , Amon Lahr , Johannes Köhler , Andreas Krause , Melanie N. Zeilinger