Related papers: Sparse Variational Student-t Processes for Heavy-t…

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

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…

While the great capability of Transformers significantly boosts prediction accuracy, it could also yield overconfident predictions and require calibrated uncertainty estimation, which can be commonly tackled by Gaussian processes (GPs).…

Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables…

When governed by underlying low-dimensional dynamics, the interdependence of simultaneously recorded population of neurons can be explained by a small number of shared factors, or a low-dimensional trajectory. Recovering these latent…

Existing approaches to increasing the effective depth of Transformers predominantly rely on parameter reuse, extending computation through recursive execution. Under this paradigm, the network structure remains static along the training…

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse…

We study the fundamental task of outlier-robust mean estimation for heavy-tailed distributions in the presence of sparsity. Specifically, given a small number of corrupted samples from a high-dimensional heavy-tailed distribution whose mean…

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

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…

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…

Online Gaussian processes (GPs), typically used for learning models from time-series data, are more flexible and robust than offline GPs. Both local and sparse approximations of GPs can efficiently learn complex models online. Yet, these…

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

Normalising flows are tractable probabilistic models that leverage the power of deep learning to describe a wide parametric family of distributions, all while remaining trainable using maximum likelihood. We discuss how these methods can be…

Recent advances in the field of meta-learning have tackled domains consisting of large numbers of small ("few-shot") supervised learning tasks. Meta-learning algorithms must be able to rapidly adapt to any individual few-shot task, fitting…

A new robust stochastic volatility (SV) model having Student-t marginals is proposed. Our process is defined through a linear normal regression model driven by a latent gamma process that controls temporal dependence. This gamma process is…

This paper presents a probabilistic framework to obtain both reliable and fast uncertainty estimates for predictions with Deep Neural Networks (DNNs). Our main contribution is a practical and principled combination of DNNs with sparse…

Despite significant recent advances in probabilistic meta-learning, it is common for practitioners to avoid using deep learning models due to a comparative lack of interpretability. Instead, many practitioners simply use non-meta-models…

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…