Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Mo...
Iain Murray, Ryan Prescott Adams, David J. C. MacK...
In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
We introduce a variational inference framework for training the Gaussian process latent variable model and thus performing Bayesian nonlinear dimensionality reduction. This method...
A method for using monotonicity information in multivariate Gaussian process regression and classification is proposed. Monotonicity information is introduced with virtual derivat...
The GPML toolbox provides a wide range of functionality for Gaussian process (GP) inference and prediction. GPs are specified by mean and covariance functions; we offer a library ...