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stat.ML2026
Time-partitioning Gaussian Process Mixture Model
Guilherme Piantino, Hedibert F. Lopes
We propose the Time-partitioning Gaussian Process Mixture Model (TPGPMM), a Bayesian nonparametric framework for identifying persistent regimes and modelling nonstationary dependen…
stat.ML2025
Generative Bayesian Hyperparameter Tuning
Hedibert Lopes, Nick Polson, Vadim Sokolov
\noindent Hyper-parameter selection is a central practical problem in modern machine learning, governing regularization strength, model capacity, and robustness choices. Cross-vali…