Pointwise uncertainty quantification for sparse variational Gaussian process regression with a Brownian motion prior.
Luke TravisKolyan RayPublished in: NeurIPS (2023)
Keyphrases
- pointwise
- gaussian process regression
- brownian motion
- differential equations
- stochastic process
- gaussian process
- gaussian processes
- optimal control
- diffusion process
- weighted sum
- poisson process
- confidence intervals
- stochastic processes
- prior knowledge
- queue length
- high dimensional
- markov chain
- image segmentation
- roc curve
- sample size