Related papers: Neighbour-Driven Gaussian Process Variational Auto…

Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…

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…

Inference for Variational Autoencoders (VAEs) consists of learning two models: (1) a generative model, which transforms a simple distribution over a latent space into the distribution over observed data, and (2) an inference model, which…

Gaussian Processes (GPs) provide powerful probabilistic frameworks for interpolation, forecasting, and smoothing, but have been hampered by computational scaling issues. Here we investigate data sampled on one dimension (e.g., a scalar or…

Gaussian processes (GPs) are highly flexible function estimators used for geospatial analysis, nonparametric regression, and machine learning, but they are computationally infeasible for large datasets. Vecchia approximations of GPs have…

Latent Gaussian process (GP) models are flexible probabilistic non-parametric function models. Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for large data, and the Laplace approximation is…

Gaussian Processes (GPs) are widely used to model dependencies in spatial statistics and machine learning. However, exact inference is computationally intractable for GP regression, with a time complexity of $O(n^3)$. The Vecchia…

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Through sequential construction of posteriors on observing data online, Bayes' theorem provides a natural framework for continual learning. We develop Variational Auto-Regressive Gaussian Processes (VAR-GPs), a principled posterior updating…

A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…

Conditional variational autoencoders (CVAEs) are versatile deep generative models that extend the standard VAE framework by conditioning the generative model with auxiliary covariates. The original CVAE model assumes that the data samples…

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…

Approximate inference in Gaussian process (GP) models with non-conjugate likelihoods gets entangled with the learning of the model hyperparameters. We improve hyperparameter learning in GP models and focus on the interplay between…

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…

We introduce a variational Bayesian neural network where the parameters are governed via a probability distribution on random matrices. Specifically, we employ a matrix variate Gaussian \cite{gupta1999matrix} parameter posterior…

The rapid growth of earth observation systems calls for a scalable approach to interpolate remote-sensing observations. These methods in principle, should acquire more information about the observed field as data grows. Gaussian processes…

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

Modern generative models are usually designed to match target distributions directly in the data space, where the intrinsic dimension of data can be much lower than the ambient dimension. We argue that this discrepancy may contribute to the…

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…

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…