1 code implementation • ICML 2020 • Wessel P. Bruinsma, Eric Perim, Will Tebbutt, J. Scott Hosking, Arno Solin, Richard E. Turner
Multi-output Gaussian processes (MOGPs) leverage the flexibility and interpretability of GPs while capturing structure across outputs, which is desirable, for example, in spatio-temporal modelling.
no code implementations • pproximateinference AABI Symposium 2019 • Pavel Berkovich, Eric Perim, Wessel Bruinsma
A simple and widely adopted approach to extend Gaussian processes (GPs) to multiple outputs is to model each output as a linear combination of a collection of shared, unobserved latent GPs.