882 citations · 2.6k across the 89 of their papers we have counts for
4 papers · 2 filters
How consistent is my model with the data? Information-Theoretic Model Check
Andreas Svensson, Dave Zachariah, Thomas B. Schön
The choice of model class is fundamental in statistical learning and system identification, no matter whether the class is derived from physical principles or is a generic black-bo…
Delayed Sampling and Automatic Rao-Blackwellization of Probabilistic Programs
Lawrence M. Murray, Daniel Lundén, Jan Kudlicka +2
We introduce a dynamic mechanism for the solution of analytically-tractable substructure in probabilistic programs, using conjugate priors and affine transformations to reduce vari…
On the construction of probabilistic Newton-type algorithms
Adrian G. Wills, Thomas B. Schön
It has recently been shown that many of the existing quasi-Newton algorithms can be formulated as learning algorithms, capable of learning local models of the cost functions. Impor…
Linearly constrained Gaussian processes
Carl Jidling, Niklas Wahlström, Adrian Wills +1
We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation…