1 code implementation • 16 Nov 2020 • Arthur Leroy, Pierre Latouche, Benjamin Guedj, Servane Gey
A variational EM algorithm is derived for dealing with the optimisation of the hyper-parameters along with the hyper-posteriors' estimation of latent variables and processes.
1 code implementation • 21 Jul 2020 • Arthur Leroy, Pierre Latouche, Benjamin Guedj, Servane Gey
A novel multi-task Gaussian process (GP) framework is proposed, by using a common mean process for sharing information across tasks.