Related papers: Transductive Learning for Multi-Task Copula Proces…

Aggregated data is commonplace in areas such as epidemiology and demography. For example, census data for a population is usually given as averages defined over time periods or spatial resolutions (cities, regions or countries). In this…

We propose a new copula model for replicated multivariate spatial data. Unlike classical models that assume multivariate normality of the data, the proposed copula is based on the assumption that some factors exist that affect the joint…

Predicting the dependencies between observations from multiple time series is critical for applications such as anomaly detection, financial risk management, causal analysis, or demand forecasting. However, the computational and numerical…

Machine learning models can be improved by adapting them to respect existing background knowledge. In this paper we consider multitask Gaussian processes, with background knowledge in the form of constraints that require a specific sum of…

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…

There are relatively few works dealing with conformal prediction for multi-task learning issues, and this is particularly true for multi-target regression. This paper focuses on the problem of providing valid (i.e., frequency calibrated)…

We define a copula process which describes the dependencies between arbitrarily many random variables independently of their marginal distributions. As an example, we develop a stochastic volatility model, Gaussian Copula Process Volatility…

In this paper we consider a problem known as multi-task learning, consisting of fitting a set of classifier or regression functions intended for solving different tasks. In our novel formulation, we couple the parameters of these functions,…

Multi-agent imitation learning aims to train multiple agents to perform tasks from demonstrations by learning a mapping between observations and actions, which is essential for understanding physical, social, and team-play systems. However,…

Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes…

The efficient collection of samples is an important factor in outdoor information gathering applications on account of high sampling costs such as time, energy, and potential destruction to the environment. Utilization of available a-priori…

In this work, we propose a non-iterative Gaussian transformation strategy based on copula function, which doesn't require some commonly seen restrictive assumptions in the previous studies such as the elliptically symmetric distribution…

Neural diffusion processes provide a scalable, non-Gaussian approach to modelling distributions over functions, but existing formulations are limited to single-task inference and do not capture dependencies across related tasks. In many…

Instance-wise feature selection and ranking methods can achieve a good selection of task-friendly features for each sample in the context of neural networks. However, existing approaches that assume feature subsets to be independent are…

Multivariate time series (MTS) data often include a heterogeneous mix of non-Gaussian distributional features (asymmetry, multimodality, heavy tails) and data types (continuous and discrete variables). Traditional MTS methods based on…

Missing observations are pervasive throughout empirical research, especially in the social sciences. Despite multiple approaches to dealing adequately with missing data, many scholars still fail to address this vital issue. In this paper,…

Missing values with mixed data types is a common problem in a large number of machine learning applications such as processing of surveys and in different medical applications. Recently, Gaussian copula models have been suggested as a means…

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…

We study learning problems in which the conditional distribution of the output given the input varies as a function of additional task variables. In varying-coefficient models with Gaussian process priors, a Gaussian process generates the…