59 citations · 120 across the 7 of their papers we have counts for
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cs.LG2019★ 17 cited
Why Non-myopic Bayesian Optimization is Promising and How Far Should We Look-ahead? A Study via Rollout
Xubo Yue, Raed Al Kontar
Lookahead, also known as non-myopic, Bayesian optimization (BO) aims to find optimal sampling policies through solving a dynamic program (DP) that maximizes a long-term reward over…
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…