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.

Gaussian multiaccess channels with ISI: capacity region and multiuser water-filling

Abstract: The capacity region of a two-user Gaussian multiaccess channel with intersymbol interference (ISI) in which the inputs pass through respective linear systems and are superimposed before being corrupted by an additive Gaussian noise process is discussed. A geometrical method for obtaining the optimal input power spectral densities and the capacity region is presented. This method can be viewed as a nontrivial generalization of the single-user water-filling argument. It is shown that, as in the traditional memoryless multiaccess channel, frequency-division multiaccess (FDMA) with optimally selected frequency bands for each user achieves the total capacity of the multiuser Gaussian multiaccess channel with ISI. However, the capacity region of the two-user channel with memory is, in general, not a pentagon unless the channel transfer functions for both users are identical. >

Gaussian Process Priors with Uncertain Inputs Application to Multiple-Step Ahead Time Series Forecasting

Abstract: We consider the problem of multi-step ahead prediction in time series analysis using the non-parametric Gaussian process model. k-step ahead forecasting of a discrete-time non-linear dynamic system can be performed by doing repeated one-step ahead predictions. For a state-space model of the form yt = f(yt-1,...,yt-L), the prediction of y at time t + k is based on the point estimates of the previous outputs. In this paper, we show how, using an analytical Gaussian approximation, we can formally incorporate the uncertainty about intermediate regressor values, thus updating the uncertainty on the current prediction.

Rates of contraction of posterior distributions based on Gaussian process priors

Abstract: We derive rates of contraction of posterior distributions on nonparametric or semiparametric models based on Gaussian processes. The rate of contraction is shown to depend on the position of the true parameter relative to the reproducing kernel Hilbert space of the Gaussian process and the small ball probabilities of the Gaussian process. We determine these quantities for a range of examples of Gaussian priors and in several statistical settings. For instance, we consider the rate of contraction of the posterior distribution based on sampling from a smooth density model when the prior models the log density as a (fractionally integrated) Brownian motion. We also consider regression with Gaussian errors and smooth classification under a logistic or probit link function combined with various priors.

Gaussian Processes for Signal Strength-Based Location Estimation

Abstract: Estimating the location of a mobile device or a robot from wireless signal strength has become an area of highly active research. The key problem in this context stems from the complexity of how signals propagate through space, especially in the presence of obstacles such as buildings, walls or people. In this paper we show how Gaussian processes can be used to generate a likelihood model for signal strength measurements. We also show how parameters of the model, such as signal noise and spatial correlation between measurements, can be learned from data via hyperparameter estimation. Experiments using WiFi indoor data and GSM cellphone connectivity demonstrate the superior performance of our approach.

Two‐step estimation of functional linear models with applications to longitudinal data

Abstract: Functional linear models are useful in longitudinal data analysis. They include many classical and recently proposed statistical models for longitudinal data and other functional data. Recently, smoothing spline and kernel methods have been proposed for estimating their coefficient functions nonparametrically but these methods are either intensive in computation or inefficient in performance. To overcome these drawbacks, in this paper, a simple and powerful two-step alternative is proposed. In particular, the implementation of the proposed approach via local polynomial smoothing is discussed. Methods for estimating standard deviations of estimated coefficient functions are also proposed. Some asymptotic results for the local polynomial estimators are established. Two longitudinal data sets, one of which involves time-dependent covariates, are used to demonstrate the approach proposed. Simulation studies show that our two-step approach improves the kernel method proposed by Hoover and co-workers in several aspects such as accuracy, computational time and visual appeal of the estimators.