3 papers
cs.LG2021
Hierarchical Inducing Point Gaussian Process for Inter-domain Observations
Luhuan Wu, Andrew Miller, Lauren Anderson +3
We examine the general problem of inter-domain Gaussian Processes (GPs): problems where the GP realization and the noisy observations of that realization lie on different domains.…
cs.LG2021
Bias-Free Scalable Gaussian Processes via Randomized Truncations
Andres Potapczynski, Luhuan Wu, Dan Biderman +2
Scalable Gaussian Process methods are computationally attractive, yet introduce modeling biases that require rigorous study. This paper analyzes two common techniques: early trunca…
stat.ML2019
Particle Smoothing Variational Objectives
Antonio Khalil Moretti, Zizhao Wang, Luhuan Wu +2
A body of recent work has focused on constructing a variational family of filtered distributions using Sequential Monte Carlo (SMC). Inspired by this work, we introduce Particle Sm…