4 citations · 4 across the 1 of their papers we have counts for
2 papers
cs.LG2020
Fast Variational Learning in State-Space Gaussian Process Models
Paul E. Chang, William J. Wilkinson, Mohammad Emtiyaz Khan +1
Gaussian process (GP) regression with 1D inputs can often be performed in linear time via a stochastic differential equation formulation. However, for non-Gaussian likelihoods, thi…
stat.ML2020★ 4 cited
State Space Expectation Propagation: Efficient Inference Schemes for Temporal Gaussian Processes
William J. Wilkinson, Paul E. Chang, Michael Riis Andersen +1
We formulate approximate Bayesian inference in non-conjugate temporal and spatio-temporal Gaussian process models as a simple parameter update rule applied during Kalman smoothing.…