— Partially Observable Markov Decision Processes (POMDPs) provide a rich mathematical model to handle realworld sequential decision processes but require a known model to be solv...
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...
We introduce a class of nonstationary covariance functions for Gaussian process (GP) regression. Nonstationary covariance functions allow the model to adapt to functions whose smo...
Detecting instances of unknown categories is an important task for a multitude of problems such as object recognition, event detection, and defect localization. This paper investig...