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卷积多输出高斯过程的先验知识与稀疏方法

Prior Knowledge and Sparse Methods for Convolved Multiple Outputs Gaussian Processes
课程网址: http://videolectures.net/nipsworkshops09_alvarez_pksmcmogp/  
主讲教师: Mauricio Alvarez
开课单位: 曼彻斯特大学
开课时间: 2010-01-19
课程语种: 英语
中文简介:
考虑输出之间非平凡相关性的一种方法是采用卷积过程。在卷积变换的潜在函数解释下,可以建立输出变量之间的依赖关系。该框架中的两个重要方面是我们如何引入先验知识以及如何进行有效推理。将卷积运算与动态系统相关联,我们可以为多个输出指定更丰富的协方差函数。我们还在结构化协方差的上下文中给出了依赖输出高斯过程的不同稀疏近似。与Neil Lawrence,David Luengo和Michalis Titsias共同合作。
课程简介: One approach to account for non-trivial correlations between outputs employs convolution processes. Under a latent function interpretation of the convolution transform it is possible to establish dependencies between output variables. Two important aspects in this framework are how can we introduce prior knowledge and how can we perform efficient inference. Relating the convolution operation with dynamical systems, we can specify richer covariance functions for multiple outputs. We also present different sparse approximations for dependent output Gaussian processes in the context of structured covariances. Joint work with Neil Lawrence, David Luengo and Michalis Titsias.
关 键 词: 卷积过程; 潜在函数; 动态系统
课程来源: 视频讲座网
最后编审: 2019-09-07:lxf
阅读次数: 78