Convergence of Sparse Variational Inference in Gaussian Processes Regression.
David R. BurtCarl Edward RasmussenMark van der WilkPublished in: J. Mach. Learn. Res. (2020)
Keyphrases
- variational inference
- gaussian process
- gaussian processes
- covariance function
- relevance vector machine
- gaussian process regression
- regression model
- hyperparameters
- bayesian inference
- bayesian framework
- dirichlet process
- model selection
- approximate inference
- multi task learning
- semi supervised
- posterior distribution
- latent variables
- closed form
- mixture model
- variational methods
- em algorithm
- high dimensional data
- high dimensional
- missing values
- upper bound
- probabilistic model