214 citations · 1.8k across the 88 of their papers we have counts for
3 papers · 1 filter
Active Learning of Linear Embeddings for Gaussian Processes
Roman Garnett, Michael A. Osborne, Philipp Hennig
We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and importan…
Probabilistic Solutions to Differential Equations and their Application to Riemannian Statistics
Philipp Hennig, Søren Hauberg
We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such metho…
The Randomized Dependence Coefficient
David Lopez-Paz, Philipp Hennig, Bernhard Schölkopf
We introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-Rényi…