相关论文: Discovering Latent Covariance Structures for Multi…
While much research effort has been dedicated to scaling up sparse Gaussian process (GP) models based on inducing variables for big data, little attention is afforded to the other less explored class of low-rank GP approximations that…
This paper introduces a new approach for Multivariate Time Series forecasting that jointly infers and leverages relations among time series. Its modularity allows it to be integrated with current univariate methods. Our approach allows to…
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…
Multi-subject fMRI studies are challenging due to the high variability of both brain anatomy and functional brain topographies across participants. An effective way of aggregating multi-subject fMRI data is to extract a shared…
Probabilistic programming languages represent complex data with intermingled models in a few lines of code. Efficient inference algorithms in probabilistic programming languages make possible to build unified frameworks to compute…
We develop an automated variational inference method for Bayesian structured prediction problems with Gaussian process (GP) priors and linear-chain likelihoods. Our approach does not need to know the details of the structured likelihood…
Transformed Gaussian Processes (TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertible transformation; increasing the flexibility of the base…
Recognizing the successes of treed Gaussian process (TGP) models as an interpretable and thrifty model for nonparametric regression, we seek to extend the model to classification. Both treed models and Gaussian processes (GPs) have,…
Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…
There is significant interest in learning and optimizing a complex system composed of multiple sub-components, where these components may be agents or autonomous sensors. Among the rich literature on this topic, agent-based and…
Modeling count-valued time series has been receiving increasing attention since count time series naturally arise in physical and social domains. Poisson gamma dynamical systems (PGDSs) are newly-developed methods, which can well capture…
Multi-output Gaussian process (MGP) is commonly used as a transfer learning method to leverage information among multiple outputs. A key advantage of MGP is providing uncertainty quantification for prediction, which is highly important for…
In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…
Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…
Artificial intelligence and machine learning frameworks have served as computationally efficient mapping between inputs and outputs for engineering problems. These mappings have enabled optimization and analysis routines that have warranted…
Automatic forecasting is the task of receiving a time series and returning a forecast for the next time steps without any human intervention. Gaussian Processes (GPs) are a powerful tool for modeling time series, but so far there are no…
Motivated by the problem of predicting sleep states, we develop a mixed effects model for binary time series with a stochastic component represented by a Gaussian process. The fixed component captures the effects of covariates on the…
Gaussian Processes (GP) are widely used for probabilistic modeling and inference for nonparametric regression. However, their computational complexity scales cubicly with the sample size rendering them unfeasible for large data sets. To…
Intensive longitudinal studies are becoming progressively more prevalent across many social science areas, especially in psychology. New technologies like smart-phones, fitness trackers, and the Internet of Things make it much easier than…
Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…