no code implementations • 18 May 2016 • Linda S. L. Tan, David J. Nott
We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence structure in the model.
no code implementations • 25 Feb 2015 • Linda S. L. Tan, Aik Hui Chan, Tian Zheng
In this work, we address the problem of field variation and introduce an article level metric useful for evaluating individual articles' visibility.
no code implementations • 9 Jun 2013 • Linda S. L. Tan, Victor M. H. Ong, David J. Nott, Ajay Jasra
We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation.
Computation