Most existing sparse Gaussian process (g.p.) models seek computational advantages by basing their computations on a set of m basis functions that are the covariance function of th...
We consider the problem of fitting a large-scale covariance matrix to multivariate Gaussian data in such a way that the inverse is sparse, thus providing model selection. Beginnin...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
In the paper we propose a new type of regularization procedure for training sparse Bayesian methods for classification. Transforming Hessian matrix of log-likelihood function to d...
Point processes are difficult to analyze because they provide only a sparse and noisy observation of the intensity function driving the process. Gaussian Processes offer an attrac...
John P. Cunningham, Krishna V. Shenoy, Maneesh Sah...
We consider the problem of multiple kernel learning (MKL), which can be formulated as a convex-concave problem. In the past, two efficient methods, i.e., Semi-Infinite Linear Prog...