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stat.ML2019★ 1 cited
The Renyi Gaussian Process: Towards Improved Generalization
Xubo Yue, Raed Kontar
We introduce an alternative closed form lower bound on the Gaussian process () likelihood based on the Rényi -divergence. This new lower bound can be viewed as a c…
stat.ML2019★ 21 cited
Variational Inference of Joint Models using Multivariate Gaussian Convolution Processes
Xubo Yue, Raed Kontar
We present a non-parametric prognostic framework for individualized event prediction based on joint modeling of both longitudinal and time-to-event data. Our approach exploits a mu…