相关论文: Consensus-based Recursive Multi-Output Gaussian Pr…

We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based…

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…

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Current remote sensing image classification problems have to deal with an unprecedented amount of heterogeneous and complex data sources. Upcoming missions will soon provide large data streams that will make land cover/use classification…

Gaussian processes constitute a very powerful and well-understood method for non-parametric regression and classification. In the classical framework, the training data consists of deterministic vector-valued inputs and the corresponding…

We present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…

Model predictive control allows to provide high performance and safety guarantees in the form of constraint satisfaction. These properties, however, can be satisfied only if the underlying model, used for prediction, of the controlled…

With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…

Gaussian process state-space model (GPSSM) is a fully probabilistic state-space model that has attracted much attention over the past decade. However, the outputs of the transition function in the existing GPSSMs are assumed to be…

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

We present MOGPTK, a Python package for multi-channel data modelling using Gaussian processes (GP). The aim of this toolkit is to make multi-output GP (MOGP) models accessible to researchers, data scientists, and practitioners alike. MOGPTK…

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…

This paper investigates a recursive formulation of auto-regressive multi-fidelity Gaussian process regression in the challenging setting of noisy and non-nested high- and low-fidelity data. We propose a decoupled optimization strategy based…

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Multi-task/Multi-output learning seeks to exploit correlation among tasks to enhance performance over learning or solving each task independently. In this paper, we investigate this problem in the context of Gaussian Processes (GPs) and…

Recognizing the successes of treed Gaussian process (TGP) models as an interpretable and thrifty model for nonparametric regression, we seek to extend the model to classification. Both treed models and Gaussian processes (GPs) have,…

Surrogate models are often used to replace costly-to-evaluate complex coastal codes to achieve substantial computational savings. In many of those models, the hydrometeorological forcing conditions (inputs) or flood events (outputs) are…