相关论文: Discovering Latent Covariance Structures for Multi…

Unsupervised learning on imbalanced data is challenging because, when given imbalanced data, current model is often dominated by the major category and ignores the categories with small amount of data. We develop a latent variable model…

In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

We revisit widely used preferential Gaussian processes by Chu et al.(2005) and challenge their modelling assumption that imposes rankability of data items via latent utility function values. We propose a generalisation of pgp which can…

In this paper, we introduce a method for segmenting time series data using tools from Bayesian nonparametrics. We consider the task of temporal segmentation of a set of time series data into representative stationary segments. We use…

The Gaussian Process Latent Variable Model (GP-LVM) is a non-linear probabilistic method of embedding a high dimensional dataset in terms low dimensional `latent' variables. In this paper we illustrate that maximum a posteriori (MAP)…

Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and…

We develop a scalable class of models for latent variable estimation using composite Gaussian processes, with a focus on derivative Gaussian processes. We jointly model multiple data sources as outputs to improve the accuracy of latent…

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…

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

We build upon probabilistic models for Boolean Matrix and Boolean Tensor factorisation that have recently been shown to solve these problems with unprecedented accuracy and to enable posterior inference to scale to Billions of observation.…

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…

We consider the problem of detecting and quantifying the periodic component of a function given noise-corrupted observations of a limited number of input/output tuples. Our approach is based on Gaussian process regression which provides a…

Estimating covariances between financial assets plays an important role in risk management. In practice, when the sample size is small compared to the number of variables, the empirical estimate is known to be very unstable. Here, we…

We introduce a new class of inter-domain variational Gaussian processes (GP) where data is mapped onto the unit hypersphere in order to use spherical harmonic representations. Our inference scheme is comparable to variational Fourier…

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Deep Gaussian processes (DGPs) are popular surrogate models for complex nonstationary computer experiments. DGPs use one or more latent Gaussian processes (GPs) to warp the input space into a plausibly stationary regime, then use typical GP…