Deep recurrent Gaussian process with variational Sparse Spectrum approximation.
Roman FöllBernard HaasdonkMarkus HanselmannHolger UlmerPublished in: CoRR (2019)
Keyphrases
- gaussian process
- covariance function
- sparse approximation
- sparse approximations
- gaussian processes
- gaussian process regression
- expectation propagation
- regression model
- approximate inference
- marginal likelihood
- bayesian framework
- semi supervised
- hyperparameters
- gaussian process classification
- latent variables
- model selection
- closed form
- sparse representation
- free energy
- gaussian process models
- variational methods
- learning algorithm
- posterior distribution
- non stationary
- similarity measure