Related papers: Sparse Gaussian Process Audio Source Separation Us…
Audio source separation is often achieved by estimating the magnitude spectrogram of each source, and then applying a phase recovery (or spectrogram inversion) algorithm to retrieve time-domain signals. Typically, spectrogram inversion is…
Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…
Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…
State of the art audio source separation models rely on supervised data-driven approaches, which can be expensive in terms of labeling resources. On the other hand, approaches for training these models without any direct supervision are…
In this tutorial we explain the inference procedures developed for the sparse Gaussian process (GP) regression and Gaussian process latent variable model (GPLVM). Due to page limit the derivation given in Titsias (2009) and Titsias &…
Gaussian processes (GPs) are typically criticised for their unfavourable scaling in both computational and memory requirements. For large datasets, sparse GPs reduce these demands by conditioning on a small set of inducing variables…
Sparse variational approximations allow for principled and scalable inference in Gaussian Process (GP) models. In settings where several GPs are part of the generative model, theses GPs are a posteriori coupled. For many applications such…
We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…
We introduce a new class of inter-domain variational Gaussian processes (GP) where data is mapped onto the unit hypersphere in order to use spherical harmonic representations. Our inference scheme is comparable to variational Fourier…
Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…
Gaussian processes (GPs) are important probabilistic tools for inference and learning in spatio-temporal modelling problems such as those in climate science and epidemiology. However, existing GP approximations do not simultaneously support…
This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…
Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…
This paper introduces a phase-aware probabilistic model for audio source separation. Classical source models in the short-term Fourier transform domain use circularly-symmetric Gaussian or Poisson random variables. This is equivalent to…
Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…
Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…
We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…
Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…