paper-with-me

Papers

Multivariate Generalized Gaussian Process Models

2013-11-02 · Antoni B. Chan

We propose a family of multivariate Gaussian process models for correlated outputs, based on assuming that the likelihood function takes the generic form of the multivariate exponential family distribution (EFD). We denote this model as a multivariate generalized Gaussian process model, and derive Taylor and Laplace algorithms for approximate inference on the generic model. By instantiating the EFD with specific parameter functions, we obtain two novel GP models (and corresponding inference algorithms) for correlated outputs: 1) a Von-Mises GP for angle regression; and 2) a Dirichlet GP for regressing on the multinomial simplex.

📄 PDF Abstract BibTeX arXiv:1311.0360

Code (0)

등록된 구현이 없습니다.

Tasks

regression

Methods 이 논문이 사용한 방법론

Gaussian Process Gaussian Processes are non-parametric models for approximating functions. They rely upon a measure of similarity between points (the kernel function) to predict the value for…

Similar Papers 제목 키워드 기반

Generalized likelihood ratio test detector for a modified replacement model target in a multivariate t-distributed background

2020-07-24 · James Theiler

A closed-form expression is derived for the generalized likelihood ratio test (GLRT) detector of a subpixel target in a multispectral image whose area and brightness are both unknown. This expression extends a previous r…

Generalized Fast Multichannel Nonnegative Matrix Factorization Based on Gaussian Scale Mixtures for Blind Source Separation

2022-05-11 · Mathieu Fontaine, Kouhei Sekiguchi, Aditya Nugraha, Yoshiaki Bando 외

This paper describes heavy-tailed extensions of a state-of-the-art versatile blind source separation method called fast multichannel nonnegative matrix factorization (FastMNMF) from a unified point of view. The common wa…

blind source separationSpeech Enhancement

Conditional Independence Estimates for the Generalized Nonparanormal

2025-08-14 · Ujas Shah, Manuel Lladser, Rebecca Morrison arxiv

For general non-Gaussian distributions, the covariance and precision matrices do not encode the independence structure of the variables, as they do for the multivariate Gaussian. This paper builds on previous work to sho…

Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets

2016-05-11 · Sam Davanloo Tajbakhsh, Necdet Serhat Aybat, Enrique del Castillo

We present a new method for estimating multivariate, second-order stationary Gaussian Random Field (GRF) models based on the Sparse Precision matrix Selection (SPS) algorithm, proposed by Davanloo et al. (2015) for estim…

Chained Gaussian Processes

2016-04-18 · Alan D. Saul, James Hensman, Aki Vehtari, Neil D. Lawrence

Gaussian process models are flexible, Bayesian non-parametric approaches to regression. Properties of multivariate Gaussians mean that they can be combined linearly in the manner of additive models and via a link functio…

Additive modelsGaussian Processes