We propose a multiresolution Gaussian process to capture long-range, non-Markovian dependencies while allowing for abrupt changes. The multiresolution GP hierarchically couples a collection of smooth GPs, each defined over an element of a random nested partition. Long-range dependencies are captured by the top-level GP…
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The goal of this thesis is to investigate the potential of predictive modelling for football injuries. This work was conducted in close collaboration with Tottenham Hotspurs FC (THFC), the PGA European tour and the participation of Wolverhampton Wanderers (WW). Three investigations were conducted: 1. Predicting the rec…
Enhanced framework predicts transportation modes from GPS data.
cvHM framework speeds up GP inference for neural spike train analysis.
RVGP learns vector fields over unknown manifolds, preserving singularities.
Generative Bayesian Computation improves surrogates for expensive simulations.
First private Bayesian optimization algorithm with provable performance.
Paper analyzes GPS data to identify POIs and user similarities.
Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates, robustness to over-fitting, and principled ways for tuning hyper-parameters. However t…
Gaussian Processes (GPs) are widely used tools in statistics, machine learning, robotics, computer vision, and scientific computation. However, despite their popularity, they can be difficult to apply; all but the simplest classification or regression applications require specification and inference over complex covari…
CNNs become Gaussian processes with many filters, achieving state-of-the-art performance.
Bayesian nonparametric method segments multi-sequence time series data.
Paper proposes a new method to handle missing data in medical records using sequential variational autoencoders.
Automatic music transcription (AMT) aims to infer a latent symbolic representation of a piece of music (piano-roll), given a corresponding observed audio recording. Transcribing polyphonic music (when multiple notes are played simultaneously) is a challenging problem, due to highly structured overlapping between harmon…
A new model predicts discrete events with flexible, nonparametric baseline and excitation.
GP-PCA reduces infinite-dimensional GP posteriors to a finite space for meta-learning.
Understanding the spatiotemporal distribution of people within a city is crucial to many planning applications. Obtaining data to create required knowledge, currently involves costly survey methods. At the same time ubiquitous mobile sensors from personal GPS devices to mobile phones are collecting massive amounts of d…
Two algorithms improve GP bandits by selecting priors and minimizing regret.
We introduce a framework for analyzing transductive combination of Gaussian process (GP) experts, where independently trained GP experts are combined in a way that depends on test point location, in order to scale GPs to big data. The framework provides some theoretical justification for the generalized product of GP e…
We present a personalized and reliable prediction model for healthcare, which can provide individually tailored medical services such as diagnosis, disease treatment, and prevention. Our proposed framework targets at making personalized and reliable predictions from time-series data, such as Electronic Health Records (…
Efficiently optimize GPs by reusing candidate solutions multiple times.
GP+ is a Python library for Gaussian process learning.
HIP-GP improves GP inference for inter-domain observations with millions of inducing points.
Central to robot exploration and mapping is the task of persistent localization in environmental fields characterized by spatially correlated measurements. This paper presents a Gaussian process localization (GP-Localize) algorithm that, in contrast to existing works, can exploit the spatially correlated field measurem…
This paper improves GP for learning complex data distributions.
Develops SGP-VAE for efficient sparse GP inference in multi-dimensional datasets.
Framework for applying GPs to real-world data with scalability guidelines.
It has long been known that a single-layer fully-connected neural network with an i.i.d. prior over its parameters is equivalent to a Gaussian process (GP), in the limit of infinite network width. This correspondence enables exact Bayesian inference for infinite width neural networks on regression tasks by means of eva…
We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure exploiting algebra. The key idea of our method is to use Tensor Train decomposition fo…
Efficient sparse GP model improves audio source separation.
The paper defines conditions for Gaussian process sample path regularity.
Extends Gaussian process regression for non-Gaussian data.
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size. This paper presents two parallel GP regression methods that exploit low-rank co…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size. This paper presents two parallel GP regression methods that exploit low-rank co…
GP-DRF model handles variable-sized input and learns deep features.
A new method for faster prediction in distributed Gaussian processes.
GP-KAN uses Gaussian Processes in KANs for robust, parameter-efficient non-linear modeling.
In the scenario of real-time monitoring of hospital patients, high-quality inference of patients' health status using all information available from clinical covariates and lab tests is essential to enable successful medical interventions and improve patient outcomes. Developing a computational framework that can learn…
This paper analyzes regret bounds for Gaussian process Thompson sampling.
GP-ALPS automatically selects latent processes for multi-output GPs.
We introduce a new structured kernel interpolation (SKI) framework, which generalises and unifies inducing point methods for scalable Gaussian processes (GPs). SKI methods produce kernel approximations for fast computations through kernel interpolation. The SKI framework clarifies how the quality of an inducing point a…
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 governed by another GP. A single layer model is equivalent to a standard GP or the GP …
GP-CNAS uses genetic programming to automatically design CNN architectures.
Smooths GPS data with splines for noisy, irregularly sampled data.
IE-GP framework learns sequentially arriving data with adaptive kernels.
This work studies the problem of stochastic dynamic filtering and state propagation with complex beliefs. The main contribution is GP-SUM, a filtering algorithm tailored to dynamic systems and observation models expressed as Gaussian Processes (GP), and to states represented as a weighted sum of Gaussians. The key attr…
Unified view of GP approximations improves efficiency.
Develops a method to model neural dynamics with flexible yet interpretable latent states.