Introduction to Gaussian Processes

Adaptive and Natural Computing AlgorithmsAdvances in Knowledge Discovery and Data MiningLectures on Gaussian ProcessesAn introduction to continuity and related topics for general Gaussian ProcessesLarge Deviations for Gaussian QueuesGaussian Markov Random FieldsAsymptotic Methods in the Theory of Gaussian Processes and FieldsModelling and Control of Dynamic Systems Using Gaussian Process ModelsAn Introduction to Continuity, Extrema, and Related Topics for General Gaussian ProcessesThe Gaussian Approximation PotentialAn Introduction to Continuity, Extrema, and Related Topics for General Gaussian ProcessesStochastic Analysis for Gaussian Random Processes and FieldsMachine LearningNeural Networks and Machine LearningBayesian Time Series ModelsGraphical Models for Machine Learning and Digital CommunicationMarkov Processes, Gaussian Processes, and Local TimesThe Generic ChainingTime Series AnalysisProbability in Banach SpacesDark DataMachine LearningSurrogatesIntroduction and Implementations of the Kalman FilterMachine Learning and Knowledge Discovery in DatabasesLearning Kernel ClassifiersThe Concentration of Measure PhenomenonBayesian Data Analysis, Third EditionKernels for Vector-Valued FunctionsAdvanced Lectures on Machine LearningGaussian Processes for Machine LearningEfficient Reinforcement Learning Using Gaussian ProcessesGaussian Process Regression Analysis for Functional DataGaussian Processes on TreesBayesian Learning for Neural NetworksReinforcement Learning and Optimal ControlInterpolation of Spatial DataQuantum Processes Systems, and InformationHigh-Dimensional ProbabilityIntroduction to Empirical Processes and Semiparametric Inference The three volume proceedings LNAI 11906 – 11908 constitutes the refereed proceedings of the European Conference on Machine Learning and Knowledge Discovery in Databases, ECML PKDD 2019, held in Würzburg, Germany, in September 2019. The total of 130 regular papers presented in these volumes was carefully reviewed and selected from 733 submissions; there are 10 papers in the demo track. The contributions were organized in topical sections named as follows: Part I: pattern mining; clustering, anomaly and outlier detection, and autoencoders; dimensionality reduction and feature selection; social networks and graphs; decision trees, interpretability, and causality; strings and streams; privacy and security; optimization. Part II: supervised learning; multi-label learning; large-scale learning; deep learning; probabilistic models; natural language processing. Part III: reinforcement learning and bandits; ranking; applied data science: computer vision and explanation; applied data science: healthcare; applied data science: e-commerce, finance, and advertising; applied data science: rich data; applied data science: applications; demo track. Chapter "Incorporating Dependencies in Spectral Kernels for Gaussian Processes" is available open access under a Creative Commons Attribution 4.0 International License via link.springer. com.This book is devoted to a systematic analysis of asymptotic behavior of distributions of various typical functionals of Gaussian random variables and fields. The text begins with an extended introduction, which explains fundamental ideas and sketches the basic methods fully presented later in the book. Good approximate formulas and sharp estimates of the remainders are obtained for a large class of Gaussian and similar processes. The author devotes special attention to the development of asymptotic analysis methods, emphasizing the method of comparison, the double-sum method and the method of moments. The author has added an extended introduction and has significantly revised the text for this translation, particularly the material on the double-sum method.This monograph opens up new horizons for engineers and researchers in academia and in industry dealing with or interested in new developments in the field of system identification and control. It emphasizes guidelines for working solutions and practical advice for their implementation rather than the theoretical background of Gaussian process (GP) models. The book demonstrates the potential of this recent development in probabilistic machine-learning methods and gives the reader an intuitive understanding of the topic. The current state of the art is treated along with possible future directions for research. Systems control design relies on mathematical models and these may be developed from measurement data. This process of system identification, when based on GP models, can play an integral part of control design in data-based control and its description as such is an essential aspect of the text. The background of GP regression is introduced first with system identification and incorporation of prior knowledge then leading into full-blown control. The book is illustrated by extensive use of examples, line drawings, and graphical presentation of computer-simulation results and plant measurements. The research results presented are applied in real-life case studies drawn from successful applications including: a gas–liquid separator control; urban-traffic signal modelling and reconstruction; and prediction of atmospheric ozone concentration. A MATLAB® toolbox, for identification and simulation of dynamic GP models is provided for download.Sensor data fusion is the process of combining error-prone, heterogeneous, incomplete, and ambiguous data to gather a higher level of situational awareness. In principle, all living creatures are fusing information from their complementary senses to coordinate their actions and to detect and localize danger. In sensor data fusion, this process is transferred to electronic systems, which rely on some "awareness" of what is happening in certain areas of interest. By means of probability theory and statistics, it is possible to model the relationship between the state space and the sensor data. The number of ingredients of the resulting Kalman filter is limited, but its applications are not.Kosorok’s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods. This is an authoritative text that covers all the bases, and also a friendly and gradual introduction to the area. The book can be used as research reference and textbook.The two-volume set LNAI 12084 and 12085 constitutes the thoroughly refereed proceedings of the 24th Pacific-Asia Conference on Knowledge Discovery and Data Mining, PAKDD 2020, which was due to be held in Singapore, in May 2020. The conference was held virtually due to the COVID-19 pandemic. The 135 full papers presented were carefully reviewed and selected from 628 submissions. The papers present new ideas, original research results, and practical development experiences from all KDD related areas, including data mining, data warehousing, machine learning, artificial intelligence, databases, statistics, knowledge engineering, visualization, decision-making systems, and the emerging applications. They are organized in the following topical sections: recommender systems; classification; clustering; mining social networks; representation learning and embedding; mining behavioral data; deep learning; feature extraction and selection; human, domain, organizational and social factors in data mining; mining sequential data; mining imbalanced data; association; privacy and security; supervised learning; novel algorithms; mining multimedia/multi-dimensional data; application; mining graph and network data; anomaly detection and analytics; mining spatial, temporal, unstructured and semi-structured data; sentiment analysis; statistical/graphical model; multi-source/distributed/parallel/cloud computing.Isoperimetric, measure concentration and random