相关论文: A Constrained Matrix-Variate Gaussian Process for …

Over the last decades, many prognostic models based on artificial intelligence techniques have been used to provide detailed predictions in healthcare. Unfortunately, the real-world observational data used to train and validate these models…

Aggregated data is commonplace in areas such as epidemiology and demography. For example, census data for a population is usually given as averages defined over time periods or spatial resolutions (cities, regions or countries). In this…

We study the use of exchangeable multi-task Gaussian processes (GPs) for causal inference in panel data, applying the framework to two settings: one with a single treated unit subject to a once-and-for-all treatment and another with…

Gaussian processes with derivative information are useful in many settings where derivative information is available, including numerous Bayesian optimization and regression tasks that arise in the natural sciences. Incorporating derivative…

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

We develop an interpolation-based framework for noisy linear systems with unknown system matrix with bounded norm (implying bounded growth or non-increasing energy), and bounded process noise energy. The proposed approach characterizes all…

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization,…

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…

Transporting causal information across populations is a critical challenge in clinical decision-making. Causal modeling provides criteria for identifiability and transportability, but these require knowledge of the causal graph, which…

We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so far has been to use a factorised posterior distribution,…

There is a gap in risk assessment of trajectories between the trajectory information coming from a traffic motion prediction module and what is actually needed. Closing this gap necessitates advancements in prediction beyond current…

We are interested in modeling networks in which the connectivity among the nodes and node attributes are random variables and interact with each other. We propose a probabilistic model that allows one to formulate jointly a probability…

Longitudinal data are important in numerous fields, such as healthcare, sociology and seismology, but real-world datasets present notable challenges for practitioners because they can be high-dimensional, contain structured missingness…

Missing data theory deals with the statistical methods in the occurrence of missing data. Missing data occurs when some values are not stored or observed for variables of interest. However, most of the statistical theory assumes that data…

We consider modeling of angular or directional data viewed as a linear variable wrapped onto a unit circle. In particular, we focus on the spatio-temporal context, motivated by a collection of wave directions obtained as computer model…

Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes…

We propose a flexible Bayesian approach for sparse Gaussian graphical modeling of multivariate time series. We account for temporal correlation in the data by assuming that observations are characterized by an underlying and unobserved…

Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with…