activity
20132023
most citedDealing with Integer-valued Variables in Bayesian Optimization with Gaussian Processes

295 citations · 931 across the 14 of their papers we have counts for

collaborators

14 papers

cs.LG2023

Deep Transformed Gaussian Processes

Francisco Javier Sáez-Maldonado, Juan Maroñas, Daniel Hernández-Lobato

Transformed Gaussian Processes (TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertib…

cs.LG2022★ 7 cited

Inference over radiative transfer models using variational and expectation maximization methods

Daniel Heestermans Svendsen, Daniel Hernández-Lobato, Luca Martino +3

Earth observation from satellites offers the possibility to monitor our planet with unprecedented accuracy. Radiative transfer models (RTMs) encode the energy transfer through the…

stat.ML2019★ 10 cited

Adversarial -divergence Minimization for Bayesian Approximate Inference

Simón Rodríguez Santana, Daniel Hernández-Lobato

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the…

cs.LG2018★ 7 cited

Bayesian optimization of the PC algorithm for learning Gaussian Bayesian networks

Irene Córdoba, Eduardo C. Garrido-Merchán, Daniel Hernández-Lobato +2

The PC algorithm is a popular method for learning the structure of Gaussian Bayesian networks. It carries out statistical tests to determine absent edges in the network. It is henc…

stat.ML2018★ 291 cited

Dealing with Categorical and Integer-valued Variables in Bayesian Optimization with Gaussian Processes

Eduardo C. Garrido-Merchán, Daniel Hernández-Lobato

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by…

stat.ML2017★ 7 cited

Scalable Multi-Class Gaussian Process Classification using Expectation Propagation

Carlos Villacampa-Calvo, Daniel Hernández-Lobato

This paper describes an expectation propagation (EP) method for multi-class classification with Gaussian processes that scales well to very large datasets. In such a method the est…

stat.ML2017★ 295 cited

Dealing with Integer-valued Variables in Bayesian Optimization with Gaussian Processes

Eduardo C. Garrido-Merchán, Daniel Hernández-Lobato

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by no…

stat.ML2016★ 125 cited

Deep Gaussian Processes for Regression using Approximate Expectation Propagation

Thang D. Bui, Daniel Hernández-Lobato, Yingzhen Li +2

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wid…

stat.ML2015★ 143 cited

Predictive Entropy Search for Multi-objective Bayesian Optimization

Daniel Hernández-Lobato, José Miguel Hernández-Lobato, Amar Shah +1

We present PESMO, a Bayesian method for identifying the Pareto set of multi-objective optimization problems, when the functions are expensive to evaluate. The central idea of PESMO…

stat.ML2015★ 6 cited

Black-box -divergence Minimization

José Miguel Hernández-Lobato, Yingzhen Li, Mark Rowland +3

Black-box alpha (BB-) is a new approximate inference method based on the minimization of -divergences. BB- scales to large datasets because it can be implemented using sto…

stat.ML2015★ 7 cited

Scalable Gaussian Process Classification via Expectation Propagation

Daniel Hernández-Lobato, José Miguel Hernández-Lobato

Variational methods have been recently considered for scaling the training process of Gaussian process classifiers to large datasets. As an alternative, we describe here how to tra…

stat.ML2014★ 2 cited

Non-linear Causal Inference using Gaussianity Measures

Daniel Hernández-Lobato, Pablo Morales-Mombiela, David Lopez-Paz +1

We provide theoretical and empirical evidence for a type of asymmetry between causes and effects that is present when these are related via linear models contaminated with additive…

stat.ML2014★ 19 cited

Mind the Nuisance: Gaussian Process Classification using Privileged Noise

Daniel Hernández-Lobato, Viktoriia Sharmanska, Kristian Kersting +2

The learning with privileged information setting has recently attracted a lot of attention within the machine learning community, as it allows the integration of additional knowled…

stat.ML2013★ 12 cited

Gaussian Process Conditional Copulas with Applications to Financial Time Series

José Miguel Hernández-Lobato, James Robert Lloyd, Daniel Hernández-Lobato

The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms…