{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/distributed-time-varying-gaussian-regression","title":"Distributed Time-Varying Gaussian Regression via Kalman Filtering","arxiv_id":"2504.14900","date":"2025-04-21","proceeding":null,"authors":["Nicola Taddei","Riccardo Maggioni","Jaap Eising","Giulia De Pasquale","Florian Dorfler"],"abstract":"We consider the problem of learning time-varying functions in a distributed fashion, where agents collect local information to collaboratively achieve a shared estimate. This task is particularly relevant in control applications, whenever real-time and robust estimation of dynamic cost/reward functions in safety critical settings has to be performed. In this paper, we,adopt a finite-dimensional approximation of a Gaussian Process, corresponding to a Bayesian linear regression in an appropriate feature space, and propose a new algorithm, DistKP, to track the time-varying coefficients via a distributed Kalman filter. The proposed method works for arbitrary kernels and under weaker assumptions on the time-evolution of the function to learn compared to the literature. We validate our results using a simulation example in which a fleet of Unmanned Aerial Vehicles (UAVs) learns a dynamically changing wind field.","url_abs":"https://arxiv.org/abs/2504.14900v1","url_pdf":"https://arxiv.org/pdf/2504.14900v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"distributed-time-varying-gaussian-regression","repo_url":"https://github.com/nicola-taddei/distributedgp","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"regression-1","task_name":"regression"}],"methods":[{"method_slug":"gaussian-process","method_name":"Gaussian Process"},{"method_slug":"linear-regression","method_name":"Linear Regression"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}