We propose a Gaussian process (GP) framework for robust inference in which a GP prior on the mixing weights of a two-component noise model augments the standard process over laten...
In this paper we propose a new nonparametric approach to identification of linear time invariant systems using subspace methods. The nonparametric paradigm to prediction of station...
Alessandro Chiuso, Gianluigi Pillonetto, Giuseppe ...
Abstract— A novel nonparametric paradigm to model identification has been recently proposed where, in place of postulating finite-dimensional models of the system transfer func...
Gianluigi Pillonetto, Alessandro Chiuso, Giuseppe ...
Stationarity is often an unrealistic prior assumption for Gaussian process regression. One solution is to predefine an explicit nonstationary covariance function, but such covaria...
Gaussian processes have been widely used as a method for inferring the pose of articulated bodies directly from image data. While able to model complex non-linear functions, they ...