no code implementations • 3 Feb 2022 • Luhuan Wu, Geoff Pleiss, John Cunningham
Variational approximations to Gaussian processes (GPs) typically use a small set of inducing points to form a low-rank approximation to the covariance matrix.
1 code implementation • 28 Feb 2021 • Luhuan Wu, Andrew Miller, Lauren Anderson, Geoff Pleiss, David Blei, John Cunningham
In this work, we introduce the hierarchical inducing point GP (HIP-GP), a scalable inter-domain GP inference method that enables us to improve the approximation accuracy by increasing the number of inducing points to the millions.
no code implementations • 6 Nov 2018 • Daniel Hernandez, Antonio Khalil Moretti, Ziqiang Wei, Shreya Saxena, John Cunningham, Liam Paninski
We present Variational Inference for Nonlinear Dynamics (VIND), a variational inference framework that is able to uncover nonlinear, smooth latent dynamics from sequential data.
no code implementations • 27 Sep 2018 • Daniel Hernandez Diaz, Antonio Khalil Moretti, Ziqiang Wei, Shreya Saxena, John Cunningham, Liam Paninski
In the case of sequential data, closed-form inference is possible when the transition and observation functions are linear.
no code implementations • 23 Nov 2015 • Evan Archer, Il Memming Park, Lars Buesing, John Cunningham, Liam Paninski
These models have the advantage of learning latent structure both from noisy observations and from the temporal ordering in the data, where it is assumed that meaningful correlation structure exists across time.