Related papers: Onsager-Machlup Posterior Transport for Deep Gauss…

Recent work has shown that the prior over functions induced by a deep Bayesian neural network (BNN) behaves as a Gaussian process (GP) as the width of all layers becomes large. However, many BNN applications are concerned with the BNN…

This paper proposes the fine-grained traffic prediction task (e.g. interval between data points is 1 minute), which is essential to traffic-related downstream applications. Under this setting, traffic flow is highly influenced by traffic…

With the rapid development of diffusion models and flow-based generative models, there has been a surge of interests in solving noisy linear inverse problems, e.g., super-resolution, deblurring, denoising, colorization, etc, with generative…

Laplace approximations are popular techniques for endowing deep networks with epistemic uncertainty estimates as they can be applied without altering the predictions of the trained network, and they scale to large models and datasets. While…

A recent line of works studied wide deep neural networks (DNNs) by approximating them as Gaussian Processes (GPs). A DNN trained with gradient flow was shown to map to a GP governed by the Neural Tangent Kernel (NTK), whereas earlier works…

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Out-of-distribution (OOD) generalization remains a central challenge in deploying deep learning models to real-world scenarios, particularly in domains such as biomedical images, where distribution shifts are both subtle and pervasive.…

Likelihood-based deep generative models (DGMs) have gained significant attention for their ability to approximate the distributions of high-dimensional data. However, these models lack a performance guarantee in assigning higher likelihood…

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Implicit processes (IPs) are a generalization of Gaussian processes (GPs). IPs may lack a closed-form expression but are easy to sample from. Examples include, among others, Bayesian neural networks or neural samplers. IPs can be used as…

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…

Deep generative models (DGM) are neural networks with many hidden layers trained to approximate complicated, high-dimensional probability distributions using a large number of samples. When trained successfully, we can use the DGMs to…

We present a framework for transfer learning based on modular variational Gaussian processes (GP). We develop a module-based method that having a dictionary of well fitted GPs, one could build ensemble GP models without revisiting any data.…

The emergence of transition phenomena between metastable states induced by noise plays a fundamental role in a broad range of nonlinear systems. The computation of the most probable paths is a key issue to understand the mechanism of…

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…

Bayesian methods are appealing in their flexibility in modeling complex data and ability in capturing uncertainty in parameters. However, when Bayes' rule does not result in tractable closed-form, most approximate inference algorithms lack…

Deep Gaussian Processes (DGPs) leverage a compositional structure to model non-stationary processes. DGPs typically rely on local inducing point approximations across intermediate GP layers. Recent advances in DGP inference have shown that…

It is desirable to combine the expressive power of deep learning with Gaussian Process (GP) in one expressive Bayesian learning model. Deep kernel learning showed success in adopting a deep network for feature extraction followed by a GP…

We propose a nonparametric density estimator based on the Gaussian process (GP) and derive three novel closed form learning algorithms based on Fisher divergence (FD) score matching. The density estimator is formed by multiplying a base…

In this paper we present Poisson mixture approaches for origin-destination (OD) modeling in transportation analysis. We introduce covariate-based models which incorporate different transport modeling phases and also allow for direct…