214 citations · 1.8k across the 88 of their papers we have counts for
4 papers · 1 filter
Entropy Search for Information-Efficient Global Optimization
Philipp Hennig, Christian J. Schuler
Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to c…
Gaussian Probabilities and Expectation Propagation
John P. Cunningham, Philipp Hennig, Simon Lacoste-Julien
While Gaussian probability densities are omnipresent in applied mathematics, Gaussian cumulative probabilities are hard to calculate in any but the univariate case. We study the ut…
Kernel Topic Models
Philipp Hennig, David Stern, Ralf Herbrich +1
Latent Dirichlet Allocation models discrete data as a mixture of discrete distributions, using Dirichlet beliefs over the mixture weights. We study a variation of this concept, in…
Optimal Reinforcement Learning for Gaussian Systems
Philipp Hennig
The exploration-exploitation trade-off is among the central challenges of reinforcement learning. The optimal Bayesian solution is intractable in general. This paper studies to wha…