相关论文: Invariant Gaussian Process Latent Variable Models …
Learning disentangled causal representations is a challenging problem that has gained significant attention recently due to its implications for extracting meaningful information for downstream tasks. In this work, we define a new notion of…
Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…
Recent work has shown that Transformers can perform in-context learning for linear regression under restrictive assumptions, including i.i.d. data, Gaussian noise, and Gaussian regression coefficients. However, real-world data often violate…
We present a non-parametric prognostic framework for individualized event prediction based on joint modeling of both longitudinal and time-to-event data. Our approach exploits a multivariate Gaussian convolution process (MGCP) to model the…
Linear structural causal models (SCMs) -- in which each observed variable is generated by a subset of the other observed variables as well as a subset of the exogenous sources -- are pervasive in causal inference and casual discovery.…
Causality lays the foundation for the trajectory of our world. Causal inference (CI), which aims to infer intrinsic causal relations among variables of interest, has emerged as a crucial research topic. Nevertheless, the lack of observation…
Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…
We consider the problem of inferring a latent function in a probabilistic model of data. When dependencies of the latent function are specified by a Gaussian process and the data likelihood is complex, efficient computation often involve…
Gaussian process classification (GPC) provides a flexible and powerful statistical framework describing joint distributions over function space. Conventional GPCs however suffer from (i) poor scalability for big data due to the full kernel…
A variational inference-based framework for training a multi-output Gaussian process latent variable model, specifically tailored to the tails-up spatio-temporal stream network, is developed. Training, given a censored observational data…
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…
This article presents a novel approach to construct Intrinsic Gaussian Processes for regression on unknown manifolds with probabilistic metrics (GPUM) in point clouds. In many real world applications, one often encounters high dimensional…
We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…
Suppose we observe samples of a subset of a collection of random variables. No additional information is provided about the number of latent variables, nor of the relationship between the latent and observed variables. Is it possible to…
Unsupervised representation learning with variational inference relies heavily on independence assumptions over latent variables. Causal representation learning (CRL), however, argues that factors of variation in a dataset are, in fact,…
Given a response $Y$ and a vector $X = (X^1, \dots, X^d)$ of $d$ predictors, we investigate the problem of inferring direct causes of $Y$ among the vector $X$. Models for $Y$ that use all of its causal covariates as predictors enjoy the…
Learning of low dimensional structure in multidimensional data is a canonical problem in machine learning. One common approach is to suppose that the observed data are close to a lower-dimensional smooth manifold. There are a rich variety…
In this article, we present a data-driven method for parametric models with noisy observation data. Gaussian process regression based reduced order modeling (GPR-based ROM) can realize fast online predictions without using equations in the…
The paper addresses the problem of passivation of a class of nonlinear systems where the dynamics are unknown. For this purpose, we use the highly flexible, data-driven Gaussian process regression for the identification of the unknown…
The Gaussian process state space model (GPSSM) is a non-linear dynamical system, where unknown transition and/or measurement mappings are described by GPs. Most research in GPSSMs has focussed on the state estimation problem, i.e.,…