Gaussian process

About: Gaussian process is a research topic. Over the lifetime, 18944 publications have been published within this topic receiving 486645 citations. The topic is also known as: Gaussian stochastic process.

Linear Latent Force Models Using Gaussian Processes

Abstract: Purely data-driven approaches for machine learning present difficulties when data are 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 identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the issue of how to parameterize the system. In this paper, we present a hybrid approach using Gaussian processes and differential equations to combine data-driven modeling with a physical model of the system. We show how different, physically inspired, kernel functions can be developed through sensible, simple, mechanistic assumptions about the underlying system. The versatility of our approach is illustrated with three case studies from motion capture, computational biology, and geostatistics.

A fast refinement for adaptive Gaussian chirplet decomposition

Abstract: The chirp function is one of the most fundamental functions in nature. Many natural events, for example, most signals encountered in seismology and the signals in radar systems, can be modeled as the superposition of short-lived chirp functions. Hence, the chirp-based signal representation, such as the Gaussian chirplet decomposition, has been an active research area in the field of signal processing. A main challenge of the Gaussian chirplet decomposition is that Gaussian chirplets do not form an orthogonal basis. A promising solution is to employ adaptive type signal decomposition schemes, such as the matching pursuit. The general underlying theory of the matching pursuit method has been well accepted, but the numerical implementation, in terms of computational speed and accuracy, of the adaptive Gaussian chirplet decomposition remains an open research topic. We present a fast refinement algorithm to search for optimal Gaussian chirplets. With a coarse dictionary, the resulting adaptive Gaussian chirplet decomposition is not only fast but is also more accurate than other known adaptive schemes. The effectiveness of the algorithm introduced is demonstrated by numerical simulations.

Anti-concentration and honest, adaptive confidence bands

Abstract: Modern construction of uniform condence e and Nickl (2010). This condition requires the existence of a limit distribution of an extreme value type for the supremum of a studentized empirical process (equivalently, for the supremum of a Gaussian process with the same covariance function as that of the studentized empirical process). The principal contribution of this paper is to remove the need for this classical condition. We show that a considerably weaker sucient condi- tion is derived from an anti-concentration property of the supremum of the approximating Gaussian process, and we derive an inequality lead- ing to such a property for separable Gaussian processes. We refer to the new condition as a generalized SBR condition. Our new result shows that the supremum does not concentrate too fast around any value. We then apply this result to derive a Gaussian multiplier bootstrap procedure for constructing honest condence bands for nonparametric density estimators (this result can be applied in other nonparametric problems as well). An essential advantage of our approach is that it ap- plies generically even in those cases where the limit distribution of the supremum of the studentized empirical process does not exist (or is un- known). This is of particular importance in problems where resolution levels or other tuning parameters have been chosen in a data-driven fash- ion, which is needed for adaptive constructions of the condence bands. Furthermore, our approach is asymptotically honest at a polynomial rate { namely, the error in coverage level converges to zero at a fast, polynomial speed (with respect to the sample size). In sharp contrast, the approach based on extreme value theory is asymptotically honest only at a logarithmic rate { the error converges to zero at a slow, loga- rithmic speed. Finally, of independent interest is our introduction of a new, practical version of Lepski's method, which computes the optimal, non-conservative resolution levels via a Gaussian multiplier bootstrap method.

Persistent Spins in the Linear Diffusion Approximation of Phase Ordering and Zeros of Stationary Gaussian Processes.

Abstract: The fraction $r(t)$ of spins which have never flipped up to time $t$ is studied within a linear diffusion approximation to phase ordering. Numerical simulations show that $r(t)$ decays with time like a power law with a nontrivial exponent $\ensuremath{\theta}$ which depends on the space dimension. The dynamics is a special case of a stationary Gaussian process of known correlation function. The exponent $\ensuremath{\theta}$ is given by the asymptotic decay of the probability distribution of intervals between consecutive zero crossings. An approximation based on the assumption that successive zero crossings are independent random variables gives values of $\ensuremath{\theta}$ in close agreement with the results of simulations.

A Gaussian process-based RRT planner for the exploration of an unknown and cluttered environment with a UAV

Abstract: A new framework which adopts a rapidly-exploring random tree (RRT) path planner with a Gaussian process (GP) occupancy map is developed for the navigation and exploration of an unknown but cluttere...