Local and global sparse Gaussian process approximations

proximations, in that they try to summarize all the training data via a small set ... ance matrix, and an O(N2) cost per test case for pre- diction. I...

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data thereby reducing computational costs to O(NM2) and O(M2) for training and .... 3.1 Online variational free energy inference and learning .... a Qa] + const.

Aki Vehtari. Department of Biomedical Engineering and Computational Science. Helsinki University of Technology. 02015 TKK, Finland. Abstract. Much recent work has concerned sparse ap- proximations to speed up the Gaussian pro- cess regression from th

Computer Science and Statistics Depts. Purdue University. West Lafayette, IN 47907, USA. Abstract ... and researchers write papers collaboratively and cre- ate co-author networks. Given network datasets with ... The latent classes provide building bl

For exam- ple, the network nodes are interdependent in- stead of independent of each other, and the data are known to be very noisy (e.g., miss- ing edges). .... −n2/2 det(K). −n/2 det(G). −n/2 exp{−. 1. 2 tr(K. −1MG. −1M. ⊤. )} (8) whe

We present a simple sparse greedy technique to approximate the maximum a posteriori estimate of Gaussian Processes with much improved scaling behaviour ...

over the function values is another Gaussian process with a mean and ... series setting requires a second layer of approximations, such as variational free-energy methods [17] .... 4), a short time Fourier transform was applied (20ms Gaus-.

(Haltiner and Williams, 1980). However, the dynamics ..... (Rasmussen and Williams, 2006, ch. ..... Carl E. Rasmussen and Christopher K. I. Williams. Gaussian ...

Dec 2, 2016 - Hellinger distance between the true posterior distribution and ... extensions of this work related to Gaussian process emulators used in practice is included in the ...... Twice Hellinger distance squared. 10-16. 10-14. 10-12. 10-10. 10

In practice, a reasonable variance ... LAR efficiently computes the lasso solution paths of .... eral, it also has the potential to be applied to other .... 2http://www.gatsby.ucl.ac.uk/~snelson/ .... This sharp difference reveals the great advantage

Sep 29, 2014 - For example, the use of the GPLVM with big datasets such as the ones used in .... conditional independence given u to break the inference into small independent components. ..... In Kontoghiorghes, E. J., editor, Handbook.

practice, while nonstationary GPs have been devel- oped and applied to real ... approximate sparse GP regression models is given in ..... q(f)/˜ti(f). Instead of computing this ratio directly, ..... conducted three digit classification tasks: 8 vs 9

model for robot model-based control on a Barrett WAM robot arm. Keywords: Robotics ... tracking control and real-time learning is demonstrated on a Barrett whole arm manipulator (WAM) [7]. We can show that its ... hydraulic tubes, complex friction, g

The University of Chicago ... estimators iteratively (e.g., Haaland and Qian, 2011; Gramacy and Polson, 2011), fixed rank ..... choosing design locations for new computer simulations (e.g., Seo et al., 2000; Gramacy and. Lee, 2009). ..... Figure 3 of

Roadmap. 1 Introduction. 2 Contribution. 3 Background. 4 Sparse inverse Gaussian Process regression. 5 Experimental results. 6 Summary. CIDU'11. Roadmap.

for sequence annotation (Altun et al., 2004) and prostate cancer prediction (Chu et al., 2005), EP for ..... 5. 6. 7. 8. 9. Figure3: Gaussian Process Classification: Prior, Likelihood and exact Posterior: Nine num- bered quadrants show posterior obta

1 BAYESIAN MODELS. For parameter w and data D, a large class of Bayesian ... In contrast the Variational Gaussian (VG) method di- rectly approximates the ...

Jul 9, 2007 - where the integers d1, ..., dk ≥ 1 do not depend on l, Idj indicates a multiple stochastic integral of order dj (with respect to some isonormal ...

applications and reflects the local character of the quasi-interpolants constructed in Sect. 3. .... ID-n/2. 2:: u(hm)T/(X -;;). - u(x)1 ~ 1=1 laO~~x)I(VVh)IOlco(T/, D). hmEB(x,l

Jun 28, 2012 - be seen as a teaser for the book [32], in which the interested reader will find much more than in this ... 11 Fourth Moment Theorem and free probability. 63 ...... To illustrate what we have in mind, let us consider ...... Combining (i

support of NCRG for making possible my study. ... In preparing this thesis I have been helped a lot by Dan Cornford and Wei Lee Woon ...... dfD P(D|f)p0(f, fD).

Radford Neal's software for Gaussian processes is available at: ... prior over functions is called a Gaussian process. ..... This Fourier transform is necessarily a .... are parameterized by variational parameters which are adjusted in order to.

scale empirical comparison of seven different ma- ... In addition, some independent zero-mean noise .... mean absolute percentage error, defined as. SMAPE = 1.

Feb 3, 2017 - the magic of ℓ1 minimization in a homework set when I was a ... kind of compressive sensing scheme with linear decoding ... signal recovery accuracy, using high-dimensional geometry, we give a ..... 3.4. The combinatorial exponents an

approximations and the multiplier bootstrap can be used for modern ...... like conclusions (as explained below) in a model with non-Gaussian noise, having only ...