146 citations · 264 across the 8 of their papers we have counts for
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cs.LG2019★ 9 cited
Integrals over Gaussians under Linear Domain Constraints
Alexandra Gessner, Oindrila Kanjilal, Philipp Hennig
Integrals of linearly constrained multivariate Gaussian densities are a frequent problem in machine learning and statistics, arising in tasks like generalized linear models and Bay…
cs.LG2019★ 5 cited
Active Multi-Information Source Bayesian Quadrature
Alexandra Gessner, Javier Gonzalez, Maren Mahsereci
Bayesian quadrature (BQ) is a sample-efficient probabilistic numerical method to solve integrals of expensive-to-evaluate black-box functions, yet so far,active BQ learning schemes…