Traversing Time with Multi-Resolution Gaussian Process State-Space Models

no code implementations • 6 Dec 2021 • Krista Longi, Jakob Lindinger, Olaf Duennbier, Melih Kandemir, Arto Klami, Barbara Rakitsch

These models have a natural interpretation as discretized stochastic differential equations, but inference for long sequences with fast and slow transitions is difficult.

Beyond the Mean-Field: Structured Deep Gaussian Processes Improve the Predictive Uncertainties

1 code implementation • NeurIPS 2020 • Jakob Lindinger, David Reeb, Christoph Lippert, Barbara Rakitsch

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes.

Computational Efficiency Gaussian Processes