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Modelling and Control of Dynamic Systems Using Gaussian Process Models (Advances in Industrial Control)
This monograph opens up new horizons for engineers and researchers inacademia and in industry dealing with or interested in new developments in thefield of system identification and control. It emphasizes guidelines forworking solutions and practical advice for their implementation rather than thetheoretical background of Gaussian process (GP) models. The book demonstratesthe potential of this recent development in probabilistic machine-learningmethods and gives the reader an intuitive understanding of the topic. Thecurrent state of the art is treated along with possible future directions forresearch.Systems control design relies on mathematical models and these may bedeveloped from measurement data. This process of system identification, whenbased on GP models, can play an integral part of control design in data-basedcontrol and its description as such is an essential aspect of the text. Thebackground of GP regression is introduced first with system identification andincorporation of prior knowledge then leading into full-blown control. The bookis illustrated by extensive use of examples, line drawings, and graphicalpresentation of computer-simulation results and plant measurements. Theresearch results presented are applied in real-life case studies drawn fromsuccessful 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 ofdynamic GP models is provided for download.
Author: Juš Kocijan
Published by: Springer | Publication date: 11/21/2015
Kindle book details: Kindle Edition, 267 pages

Gaussian Processes on Trees: From Spin Glasses to Branching Brownian Motion (Cambridge Studies in Advanced Mathematics)
Branching Brownian motion (BBM) is a classical object in probability theory with deep connections to partial differential equations. This book highlights the connection to classical extreme value theory and to the theory of mean-field spin glasses in statistical mechanics. Starting with a concise review of classical extreme value statistics and a basic introduction to mean-field spin glasses, the author then focuses on branching Brownian motion. Here, the classical results of Bramson on the asymptotics of solutions of the F-KPP equation are reviewed in detail and applied to the recent construction of the extremal process of BBM. The extension of these results to branching Brownian motion with variable speed are then explained. As a self-contained exposition that is accessible to graduate students with some background in probability theory, this book makes a good introduction for anyone interested in accessing this exciting field of mathematics.
Author: Anton Bovier
Published by: Cambridge University Press | Publication date: 10/20/2016
Kindle book details: Kindle Edition, 211 pages

Gaussian Basis Sets for Molecular Calculations (Physical Sciences Data)
Physical Sciences Data, Volume 16: Gaussian Basis Sets for Molecular Calculations provides information pertinent to the Gaussian basis sets, with emphasis on lithium, radon, and important ions. This book discusses the polarization functions prepared for lithium through radon for further improvement of the basis sets.Organized into three chapters, this volume begins with an overview of the basis set for the most stable negative and positive ions. This text then explores the total atomic energies given by the basis sets. Other chapters consider the distinction between diffuse functions and polarization function. This book presents as well the exponents of polarization function. The final chapter deals with the Gaussian basis sets.This book is a valuable resource for chemists, scientists, and research workers.
Published by: Elsevier Science | Publication date: 12/02/2012
Kindle book details: Kindle Edition, 434 pages

Financial Modeling Under Non-Gaussian Distributions (Springer Finance)
This book examines non-Gaussian distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.
Published by: Springer | Publication date: 04/05/2007
Kindle book details: Kindle Edition, 541 pages

Unsupervised Machine Learning in Python: Master Data Science and Machine Learning with Cluster Analysis, Gaussian Mixture Models, and Principal Components Analysis
In a real-world environment, you can imagine that a robot or an artificial intelligence won’t always have access to the optimal answer, or maybe there isn’t an optimal correct answer. You’d want that robot to be able to explore the world on its own, and learn things just by looking for patterns.Think about the large amounts of data being collected today, by the likes of the NSA, Google, and other organizations. No human could possibly sift through all that data manually. It was reported recently in the Washington Post and Wall Street Journal that the National Security Agency collects so much surveillance data, it is no longer effective.Could automated pattern discovery solve this problem?Do you ever wonder how we get the data that we use in our supervised machine learning algorithms?Kaggle always seems to provide us with a nice CSV, complete with Xs and corresponding Ys.If you haven’t been involved in acquiring data yourself, you might not have thought about this, but someone has to make this data!A lot of the time this involves manual labor. Sometimes, you don’t have access to the correct information or it is infeasible or costly to acquire.You still want to have some idea of the structure of the data.This is where unsupervised machine learning comes into play.In this book we are first going to talk about clustering. This is where instead of training on labels, we try to create our own labels. We’ll do this by grouping together data that looks alike.The 2 methods of clustering we’ll talk about: k-means clustering and hierarchical clustering.Next, because in machine learning we like to talk about probability distributions, we’ll go into Gaussian mixture models and kernel density estimation, where we talk about how to learn the probability distribution of a set of data.One interesting fact is that under certain conditions, Gaussian mixture models and k-means clustering are exactly the same! We’ll prove how this is the case.Lastly, we’ll look at the theory behind principal components analysis or PCA. PCA has many useful applications: visualization, dimensionality reduction, denoising, and de-correlation. You will see how it allows us to take a different perspective on latent variables, which first appear when we talk about k-means clustering and GMMs.All the algorithms we’ll talk about in this course are staples in machine learning and data science, so if you want to know how to automatically find patterns in your data with data mining and pattern extraction, without needing someone to put in manual work to label that data, then this book is for you.All of the materials required to follow along in this book are free: You just need to able to download and install Python, Numpy, Scipy, Matplotlib, and Sci-kit Learn.
Publication date: 05/22/2016
Kindle book details: Kindle Edition, 38 pages

Analysis on Gaussian Spaces
Analysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the lack of Lebesgue measure on infinite dimensional space. Instead the most popular measure used in infinite dimensional space is the Gaussian measure, which has been unified under the terminology of "abstract Wiener space".Out of the large amount of work on this topic, this book presents some fundamental results plus recent progress. We shall present some results on the Gaussian space itself such as the Brunn–Minkowski inequality, Small ball estimates, large tail estimates. The majority part of this book is devoted to the analysis of nonlinear functions on the Gaussian space. Derivative, Sobolev spaces are introduced, while the famous Poincaré inequality, logarithmic inequality, hypercontractive inequality, Meyer's inequality, Littlewood–Paley–Stein–Meyer theory are given in details.This book includes some basic material that cannot be found elsewhere that the author believes should be an integral part of the subject. For example, the book includes some interesting and important inequalities, the Littlewood–Paley–Stein–Meyer theory, and the Hörmander theorem. The book also includes some recent progress achieved by the author and collaborators on density convergence, numerical solutions, local times.
Author: Yaozhong Hu
Published by: WSPC | Publication date: 08/30/2016
Kindle book details: Kindle Edition, 484 pages

Gaussian Markov Random Fields: Theory and Applications (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)
Gaussian Markov Random Field (GMRF) models are most widely used in spatial statistics - a very active area of research in which few up-to-date reference works are available. This is the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects. This book includes extensive case-studies and, online, a c-library for fast and exact simulation. With chapters contributed by leading researchers in the field, this volume is essential reading for statisticians working in spatial theory and its applications, as well as quantitative researchers in a wide range of science fields where spatial data analysis is important.
Published by: Chapman and Hall/CRC | Publication date: 02/18/2005
Kindle book details: Kindle Edition, 280 pages

The Gaussian Approximation Potential: An Interatomic Potential Derived from First Principles Quantum Mechanics (Springer Theses)
Simulation of materials at the atomistic level is an important tool in studying microscopic structures and processes. The atomic interactions necessary for the simulations are correctly described by Quantum Mechanics, but the size of systems and the length of processes that can be modelled are still limited. The framework of Gaussian Approximation Potentials that is developed in this thesis allows us to generate interatomic potentials automatically, based on quantum mechanical data. The resulting potentials offer several orders of magnitude faster computations, while maintaining quantum mechanical accuracy. The method has already been successfully applied for semiconductors and metals.
Published by: Springer | Publication date: 07/27/2010
Kindle book details: Kindle Edition, 102 pages

Gaussian Process Regression Analysis for Functional Data
Gaussian Process Regression Analysis for Functional Data presents nonparametric statistical methods for functional regression analysis, specifically the methods based on a Gaussian process prior in a functional space. The authors focus on problems involving functional response variables and mixed covariates of functional and scalar variables.Covering the basics of Gaussian process regression, the first several chapters discuss functional data analysis, theoretical aspects based on the asymptotic properties of Gaussian process regression models, and new methodological developments for high dimensional data and variable selection. The remainder of the text explores advanced topics of functional regression analysis, including novel nonparametric statistical methods for curve prediction, curve clustering, functional ANOVA, and functional regression analysis of batch data, repeated curves, and non-Gaussian data.Many flexible models based on Gaussian processes provide efficient ways of model learning, interpreting model structure, and carrying out inference, particularly when dealing with large dimensional functional data. This book shows how to use these Gaussian process regression models in the analysis of functional data. Some MATLAB® and C codes are available on the first author’s website.
Published by: Chapman and Hall/CRC | Publication date: 07/01/2011
Kindle book details: Kindle Edition, 216 pages

Gaussian and Non-Gaussian Linear Time Series and Random Fields (Springer Series in Statistics)
The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. Intended as a text for gradutes in statistics, mathematics, engineering, the natural sciences and economics, the only recommendation is an initial background in probability theory and statistics. Notes on background, history and open problems are given at the end of the book.
Published by: Springer | Publication date: 12/21/2012
Kindle book details: Kindle Edition, 247 pages
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