Abstract. While there is strong motivation for using Gaussian Processes (GPs) due to their excellent performance in regression and classification problems, their computational com...
This paper is concerned with estimation of learning curves for Gaussian process regression with multidimensional numerical integration. We propose an approach where the recursion e...
We present a new approach for activity modelling and anomaly detection based on non-parametric Gaussian Process (GP) models. Specifically, GP regression models are formulated to l...
The explicit solution of the filtering problem with exponential criteria for a general Gaussian signal is obtained through an approach which is based on a conditional Cameron-Mart...
We motivate and analyse a new Tree Search algorithm, based on recent advances in the use of Gaussian Processes for bandit problems. We assume that the function to maximise on the ...