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stat.ME2025
Latent variable estimation with composite Hilbert space Gaussian processes
Soham Mukherjee, Javier Enrique Aguilar, Marcello Zago +2
We develop a scalable class of models for latent variable estimation using composite Gaussian processes, with a focus on derivative Gaussian processes. We jointly model multiple da…
stat.ME2025
Hilbert space methods for approximating multi-output latent variable Gaussian processes
Soham Mukherjee, Manfred Claassen, Paul-Christian Bürkner
Gaussian processes are a powerful class of non-linear models, but have limited applicability for larger datasets due to their high computational complexity. In such cases, approxim…