Real-valued random hidden variables can be useful for modelling latent structure that explains correlations among observed variables. I propose a simple unit that adds zero-mean G...
Stationarity is often an unrealistic prior assumption for Gaussian process regression. One solution is to predefine an explicit nonstationary covariance function, but such covaria...
Reduced-rank decompositions provide descriptions of the variation among the elements of a matrix or array. In such decompositions, the elements of an array are expressed as produc...
A Bayesian ensemble learning method is introduced for unsupervised extraction of dynamic processes from noisy data. The data are assumed to be generated by an unknown nonlinear ma...
Background: In many laboratory-based high throughput microarray experiments, there are very few replicates of gene expression levels. Thus, estimates of gene variances are inaccur...
Samuel O. M. Manda, Rebecca E. Walls, Mark S. Gilt...