Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors.
Jian CaoDaniele DuranteMarc G. GentonPublished in: J. Comput. Graph. Stat. (2022)
Keyphrases
- gaussian process
- bayesian framework
- gaussian processes
- gaussian process models
- dynamical models
- model selection
- expectation propagation
- covariance function
- prior knowledge
- latent variables
- approximate inference
- hyperparameters
- variational inference
- gaussian process classification
- dynamical model
- probabilistic model
- gaussian process regression
- regression model
- expectation maximization
- probability distribution
- posterior distribution
- bayesian inference
- generative model