Inference in Deep Gaussian Processes using Stochastic Gradient Hamiltonian Monte Carlo.
Marton HavasiJosé Miguel Hernández-LobatoJuan José Murillo-FuentesPublished in: CoRR (2018)
Keyphrases
- monte carlo
- gaussian processes
- stochastic gradient
- gaussian process
- markov chain monte carlo
- hyperparameters
- bayesian inference
- markov chain
- importance sampling
- particle filter
- probabilistic inference
- step size
- regression model
- multi task
- model selection
- learning algorithm
- bayesian framework
- least squares
- objective function