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Nested Expectation Propagation for Gaussian Process Classification with a Multinomial Probit Likelihood
Gaussian process multiclass classification multinomial probit approximate inference expectation propagation
2012/9/19
We consider probabilistic multinomial probit classification using Gaussian process (GP) priors. The challenges with the multiclass GP classification are the integration over the non-Gaussian posterior...
Expectation Propagation in Gaussian Process Dynamical Systems
Expectation Propagation Gaussian Process Dynamical Systems
2012/9/19
Rich and complex time-series data, such as those generated from engineer-ing systems, financial markets, videos or neural recordings, are now a common feature of modern data analysis. Explaining the p...