no code implementations • 23 Dec 2014 • Aki Vehtari, Tommi Mononen, Ville Tolvanen, Tuomas Sivula, Ole Winther
The future predictive performance of a Bayesian model can be estimated using Bayesian cross-validation.
no code implementations • 22 Apr 2014 • Ville Tolvanen, Pasi Jylänki, Aki Vehtari
This paper presents a novel approach for approximate integration over the uncertainty of noise and signal variances in Gaussian process (GP) regression.
1 code implementation • 25 Jun 2012 • Jarno Vanhatalo, Jaakko Riihimäki, Jouni Hartikainen, Pasi Jylänki, Ville Tolvanen, Aki Vehtari
The prior over functions is defined implicitly by the mean and covariance function, which determine the smoothness and variability of the function.