Related papers: A Kernel Approach to Tractable Bayesian Nonparamet…
Kernel methods are ubiquitous tools in machine learning. However, there is often little reason for the common practice of selecting a kernel a priori. Even if a universal approximating kernel is selected, the quality of the finite sample…
Kernel density estimation is a widely used nonparametric approach to estimate an unknown distribution. Recent work in Bayesian predictive inference has considered stochastic processes formed by specifying the predictive distribution for the…
Recently nonparametric functional model with functional responses has been proposed within the functional reproducing kernel Hilbert spaces (fRKHS) framework. Motivated by its superior performance and also its limitations, we propose a…
Structural kernels are a flexible learning paradigm that has been widely used in Natural Language Processing. However, the problem of model selection in kernel-based methods is usually overlooked. Previous approaches mostly rely on setting…
Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
This paper is an attempt to bridge the conceptual gaps between researchers working on the two widely used approaches based on positive definite kernels: Bayesian learning or inference using Gaussian processes on the one side, and…
Bayesian nonparametric models, such as Gaussian processes, provide a compelling framework for automatic statistical modelling: these models have a high degree of flexibility, and automatically calibrated complexity. However, automating…
When modeling a probability distribution with a Bayesian network, we are faced with the problem of how to handle continuous variables. Most previous work has either solved the problem by discretizing, or assumed that the data are generated…
Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…
Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of…
Recent progress in variational inference has paid much attention to the flexibility of variational posteriors. One promising direction is to use implicit distributions, i.e., distributions without tractable densities as the variational…
Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…
Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…
We propose Bayesian extensions of two nonparametric regression methods which are kernel and mutual $k$-nearest neighbor regression methods. Derived based on Gaussian process models for regression, the extensions provide distributions for…
We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…
Gaussian processes offers a convenient way to perform nonparametric reconstructions of observational data assuming only a kernel which describes the covariance between neighbouring points in a data set. We approach the ambiguity in the…
Scaling analysis, in which one infers scaling exponents and a scaling function in a scaling law from given data, is a powerful tool for determining universal properties of critical phenomena in many fields of science. However, there are…
The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…
Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The…