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Fergus Simpson

4 accepted papers

2021

Kernel Identification Through Transformers

NeurIPS 2021poster

Kernel selection plays a central role in determining the performance of Gaussian Process (GP) models, as the chosen kernel determines both the inductive biases and prior support of functions under the GP prior. This work addresses the challenge of constructing custom kernel functions for high-dimens…

2021

Marginalised Gaussian Processes with Nested Sampling

NeurIPS 2021poster

Gaussian Process models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through optimisation of the kernel hyperparameters using the marginal likelihood as the objective. This work proposes nested sampling as a means of marginalising kern…

2021

The Minecraft Kernel: Modelling correlated Gaussian Processes in the Fourier domain

AISTATS 2021poster

In the univariate setting, using the kernel spectral representation is an appealing approach for generating stationary covariance functions. However, performing the same task for multiple-output Gaussian processes is substantially more challenging. We demonstrate that current approaches to modelling…

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