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 ...
Source coding theorems and Shannon rate-distortion functions were studied for the discrete-time Wiener process by Berger and generalized to nonstationary Gaussian autoregressive p...
We present an extension to the Mixture of Experts (ME) model, where the individual experts are Gaussian Process (GP) regression models. Using an input-dependent adaptation of the ...
Interest in multioutput kernel methods is increasing, whether under the guise of multitask learning, multisensor networks or structured output data. From the Gaussian process pers...
Mauricio Alvarez, David Luengo, Michalis Titsias, ...