In this paper, the problem of time series prediction is studied. A Bayesian procedure based on Gaussian process models using a nonstationary covariance function is proposed. Exper...
We introduce a variational inference framework for training the Gaussian process latent variable model and thus performing Bayesian nonlinear dimensionality reduction. This method...
The evaluation of a standard Gaussian process regression model takes time linear in the number of training data points. In this paper, the models are approximated in the feature sp...
A method for using monotonicity information in multivariate Gaussian process regression and classification is proposed. Monotonicity information is introduced with virtual derivat...
Log-concavity is an important property in the context of optimization, Laplace approximation, and sampling; Bayesian methods based on Gaussian process priors have become quite pop...