Related papers: Multi-Output Convolution Spectral Mixture for Gaus…

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…

Multi-output Gaussian process (MGP) models have attracted significant attention for their flexibility and uncertainty-quantification capabilities, and have been widely adopted in multi-source transfer learning scenarios due to their ability…

The interpretation of complex high-dimensional data typically requires the use of dimensionality reduction techniques to extract explanatory low-dimensional representations. However, in many real-world problems these representations may not…

Transformers have increasingly become the de facto method to model sequential data with state-of-the-art performance. Due to its widespread use, being able to estimate and calibrate its modeling uncertainty is important to understand and…

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems, so called recurrent models are frequently used. In this paper…

The multivariate generalized Gaussian distribution (MGGD), also known as the multivariate exponential power (MEP) distribution, is widely used in signal and image processing. However, estimating MGGD parameters, which is required in…

When using Markov chain Monte Carlo (MCMC) algorithms to perform inference for Bayesian clustering models, such as mixture models, the output is typically a sample of clusterings (partitions) drawn from the posterior distribution. In…

Deep Gaussian Processes (DGPs) combine the expressiveness of Deep Neural Networks (DNNs) with quantified uncertainty of Gaussian Processes (GPs). Expressive power and intractable inference both result from the non-Gaussian distribution over…

Recent advances in Deep Gaussian Processes (DGPs) show the potential to have more expressive representation than that of traditional Gaussian Processes (GPs). However, there exists a pathology of deep Gaussian processes that their learning…

Transformed Gaussian Processes (TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertible transformation; increasing the flexibility of the base…

Marginalising over families of Gaussian Process kernels produces flexible model classes with well-calibrated uncertainty estimates. Existing approaches require likelihood evaluations of many kernels, rendering them prohibitively expensive…

Non-conservative uncertainty bounds are essential for making reliable predictions about latent functions from noisy data, and thus, a key enabler for safe learning-based control. In this domain, kernel methods such as Gaussian process…

Gaussian processes (GPs) are very widely used for modeling of unknown functions or surfaces in applications ranging from regression to classification to spatial processes. Although there is an increasingly vast literature on applications,…

When constructing a Bayesian Machine Learning model, we might be faced with multiple different prior distributions and thus are required to properly consider them in a sensible manner in our model. While this situation is reasonably well…

Meta-learning is a powerful approach that exploits historical data to quickly solve new tasks from the same distribution. In the low-data regime, methods based on the closed-form posterior of Gaussian processes (GP) together with Bayesian…

Belonging to the family of Bayesian nonparametrics, Gaussian process (GP) based approaches have well-documented merits not only in learning over a rich class of nonlinear functions, but also in quantifying the associated uncertainty.…

Multi-task/Multi-output learning seeks to exploit correlation among tasks to enhance performance over learning or solving each task independently. In this paper, we investigate this problem in the context of Gaussian Processes (GPs) and…

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…

We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix…