Related papers: Indian Buffet process for model selection in convo…
We present the Wright-Fisher Indian buffet process (WF-IBP), a probabilistic model for time-dependent data assumed to have been generated by an unknown number of latent features. This model is suitable as a prior in Bayesian nonparametric…
We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…
The Multi-Output Gaussian Process is is a popular tool for modelling data from multiple sources. A typical choice to build a covariance function for a MOGP is the Linear Model of Coregionalization (LMC) which parametrically models the…
We introduce a novel Bayesian approach for variable selection using Gaussian process regression, which is crucial for enhancing interpretability and model regularization. Our method employs nearest neighbor Gaussian processes, serving as…
We investigate a class of feature allocation models that generalize the Indian buffet process and are parameterized by Gibbs-type random measures. Two existing classes are contained as special cases: the original two-parameter Indian buffet…
Gaussian processes allow for flexible specification of prior assumptions of unknown dynamics in state space models. We present a procedure for efficient Bayesian learning in Gaussian process state space models, where the representation is…
A recent novel extension of multi-output Gaussian processes handles heterogeneous outputs assuming that each output has its own likelihood function. It uses a vector-valued Gaussian process prior to jointly model all likelihoods' parameters…
Latent feature models are widely used to decompose data into a small number of components. Bayesian nonparametric variants of these models, which use the Indian buffet process (IBP) as a prior over latent features, allow the number of…
We study random families of subsets of $\mathbb{N}$ that are similar to exchangeable random partitions, but do not require constituent sets to be disjoint: Each element of ${\mathbb{N}}$ may be contained in multiple subsets. One class of…
In many applications, observed data are influenced by some combination of latent causes. For example, suppose sensors are placed inside a building to record responses such as temperature, humidity, power consumption and noise levels. These…
This paper introduces the Deep Functional Factor Model (DF2M), a Bayesian nonparametric model designed for analysis of high-dimensional functional time series. DF2M is built upon the Indian Buffet Process and the multi-task Gaussian…
We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…
We propose a new Bayesian nonparametric prior for latent feature models, which we call the convergent Indian buffet process (CIBP). We show that under the CIBP, the number of latent features is distributed as a Poisson distribution with the…
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…
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.…
Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…
We develop a new stochastic process called spatially-dependent Indian buffet processes (SIBP) for spatially correlated binary matrices and propose general spatial factor models for various multivariate response variables. We introduce…
We introduce a methodology for nonlinear inverse problems using a variational Bayesian approach where the unknown quantity is a spatial field. A structured Bayesian Gaussian process latent variable model is used both to construct a…
Nonnegative Matrix Factorization (NMF) aims to factorize a matrix into two optimized nonnegative matrices appropriate for the intended applications. The method has been widely used for unsupervised learning tasks, including recommender…
By expressing prior distributions as general stochastic processes, nonparametric Bayesian methods provide a flexible way to incorporate prior knowledge and constrain the latent structure in statistical inference. The Indian buffet process…