59 citations · 220 across the 28 of their papers we have counts for
5 papers · 1 filter
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…
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…
Functional Principal Component Analysis for Extrapolating Multi-stream Longitudinal Data
Seokhyun Chung, Raed Kontar
The advance of modern sensor technologies enables collection of multi-stream longitudinal data where multiple signals from different units are collected in real-time. In this artic…
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…
Minimizing Negative Transfer of Knowledge in Multivariate Gaussian Processes: A Scalable and Regularized Approach
Raed Kontar, Garvesh Raskutti, Shiyu Zhou
Recently there has been an increasing interest in the multivariate Gaussian process (MGP) which extends the Gaussian process (GP) to deal with multiple outputs. One approach to con…