Search Results for author: Christian J. Walder

Found 3 papers, 1 papers with code

Quantile Propagation for Wasserstein-Approximate Gaussian Processes

1 code implementation NeurIPS 2020 Rui Zhang, Christian J. Walder, Edwin V. Bonilla, Marian-Andrei Rizoiu, Lexing Xie

We show that QP matches quantile functions rather than moments as in EP and has the same mean update but a smaller variance update than EP, thereby alleviating EP's tendency to over-estimate posterior variances.

Bayesian Inference Gaussian Processes

New Tricks for Estimating Gradients of Expectations

no code implementations31 Jan 2019 Christian J. Walder, Paul Roussel, Richard Nock, Cheng Soon Ong, Masashi Sugiyama

We introduce a family of pairwise stochastic gradient estimators for gradients of expectations, which are related to the log-derivative trick, but involve pairwise interactions between samples.

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