相关论文: Fully Bayesian inference for latent variable Gauss…

Modelling longitudinal data is an important yet challenging task. These datasets can be high-dimensional, contain non-linear effects and time-varying covariates. Gaussian process (GP) prior-based variational autoencoders (VAEs) have emerged…

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

Multi-task Gaussian process (MTGP) is a well-known non-parametric Bayesian model for learning correlated tasks effectively by transferring knowledge across tasks. But current MTGPs are usually limited to the multi-task scenario defined in…

Accurately predicting the future capacity and remaining useful life of batteries is necessary to ensure reliable system operation and to minimise maintenance costs. The complex nature of battery degradation has meant that mechanistic…

Deep Learning Gaussian Processes (DL-GP) are proposed as a methodology for analyzing (approximating) computer models that produce heteroskedastic and high-dimensional output. Computer simulation models have many areas of applications,…

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse variational Gaussian processes (SVGPs) reduce computational…

Latent confounders---unobserved variables that influence both treatment and outcome---can bias estimates of causal effects. In some cases, these confounders are shared across observations, e.g. all students taking a course are influenced by…

We present an approximate Bayesian inference approach for estimating the intensity of an inhomogeneous Poisson process, where the intensity function is modelled using a Gaussian process (GP) prior via a sigmoid link function. Augmenting the…

Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…

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…

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Recently, there has been an increasing interest in performing post-hoc uncertainty estimation about the predictions of pre-trained deep neural networks (DNNs). Given a pre-trained DNN via back-propagation, these methods enhance the original…

We define Recurrent Gaussian Processes (RGP) models, a general family of Bayesian nonparametric models with recurrent GP priors which are able to learn dynamical patterns from sequential data. Similar to Recurrent Neural Networks (RNNs),…

Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…

We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…

Statistical models are central to machine learning with broad applicability across a range of downstream tasks. The models are controlled by free parameters that are typically estimated from data by maximum-likelihood estimation or…

Stationary points embedded in the derivatives are often critical for a model to be interpretable and may be considered as key features of interest in many applications. We propose a semiparametric Bayesian model to efficiently infer the…