Abstract
Gaussian Processes (GPs) define a highly flexible prior on functions
which can be used for nonparametric Bayesian kernel regression. In
this talk I will give a brief tutorial on GPs and then describe some
of our work on extensions of the basic GP framework. In particular,
I'll discuss three extensions: (1) GP classification using the EM-EP
algorithm, (2) warped Gaussian processes, and (3) infinite mixtures of
GP experts. These allow us to learn the kernel, handle regression
"pre-processing" in a principled manner, and vary the kernel and
noise-level over the input space.
[Joint work with Carl E Rasmussen, Hyun-Chul Kim, Ed Snelson]
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Pradeep Ravikumar Last modified: Thu Apr 22 08:03:51 EDT 2004