Abstract. We present an implementation of model-based online reinforcement learning (RL) for continuous domains with deterministic transitions that is specifically designed to achi...
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
In this paper, we propose a probabilistic kernel approach to preference learning based on Gaussian processes. A new likelihood function is proposed to capture the preference relat...
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...
Background: Designing appropriate machine learning methods for identifying genes that have a significant discriminating power for disease outcomes has become more and more importa...