Models and inference for temporal Gaussian processes

Add to your list(s) Download to your calendar using vCal

• William Wilkinson, Aalto University, Finland
• Tuesday 12 November 2019, 11:00-12:00
• Engineering Department, CBL Room BE-438..

If you have a question about this talk, please contact Dr R.E. Turner.

Reformulating Gaussian process (GP) models as stochastic differential equations (SDE) opens up new opportunities to draw comparisons between classical signal processing algorithms and the state of the art inference methods that dominate the current machine learning literature. In this talk, I’ll discuss the SDE form of the popular “spectral mixture” GP, showing how in the temporal case we can think of such a model as performing probabilistic time-frequency analysis. Following this, I will discuss recent advances in approximate inference for temporal GP models, focusing on power expectation propagation (EP), which is a natural fit for sequential data. Lastly, I will present new work showing the conditions under which power EP recovers traditional methods such as the extended Kalman filter.

This talk is part of the Machine Learning @ CUED series.

This talk is included in these lists:

• Seminar
• All Talks (aka the CURE list)
• Biology
• CBL important
• Cambridge Centre for Data-Driven Discovery (C2D3)
• Cambridge Forum of Science and Humanities
• Cambridge Language Sciences
• Cambridge Neuroscience Seminars
• Cambridge talks
• Chris Davis' list
• Creating transparent intact animal organs for high-resolution 3D deep-tissue imaging
• Engineering Department, CBL Room BE-438.
• Featured lists
• Guy Emerson's list
• Hanchen DaDaDash
• Inference Group Summary
• Information Engineering Division seminar list
• Interested Talks
• Joint Machine Learning Seminars
• Life Science
• Life Sciences
• ML
• Machine Learning @ CUED
• Machine Learning Summary
• Neuroscience
• Neuroscience Seminars
• Neuroscience Seminars
• Required lists for MLG
• Simon Baker's List
• Stem Cells & Regenerative Medicine
• Trust & Technology Initiative - interesting events
• bld31
• dh539
• kt532's list
• ndk22's list
• ob366-ai4er
• rp587
• yk373's list

Note that ex-directory lists are not shown.