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Anders Kirk Uhrenholt

2 accepted papers

2021

Probabilistic selection of inducing points in sparse Gaussian processes

UAI 2021poster

Sparse Gaussian processes and various extensions thereof are enabled through inducing points, that simultaneously bottleneck the predictive capacity and act as the main contributor towards model complexity. However, the number of inducing points is generally not associated with uncertainty which pre…

2019

Efficient Bayesian Optimization for Target Vector Estimation

AISTATS 2019poster

We consider the problem of estimating a target vector by querying an unknown multi-output function which is stochastic and expensive to evaluate. Through sequential experimental design the aim is to minimize the squared Euclidean distance between the output of the function and the target vector. App…