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William T. Stephenson

3 accepted papers

2022

Measuring the robustness of Gaussian processes to kernel choice

AISTATS 2022poster

Gaussian processes (GPs) are used to make medical and scientific decisions, including in cardiac care and monitoring of carbon dioxide emissions. Notably, the choice of GP kernel is often somewhat arbitrary. In particular, uncountably many kernels typically align with qualitative prior knowledge (e.…

Cited by 18SourcePDFScholar
2021

Can we globally optimize cross-validation loss? Quasiconvexity in ridge regression

NeurIPS 2021poster

Models like LASSO and ridge regression are extensively used in practice due to their interpretability, ease of use, and strong theoretical guarantees. Cross-validation (CV) is widely used for hyperparameter tuning in these models, but do practical methods minimize the true out-of-sample loss? A re…

Cited by 16SourcePDFScholar
2015

Scalable Adaptation of State Complexity for Nonparametric Hidden Markov Models

NeurIPS 2015poster

Bayesian nonparametric hidden Markov models are typically learned via fixed truncations of the infinite state space or local Monte Carlo proposals that make small changes to the state space. We develop an inference algorithm for the sticky hierarchical Dirichlet process hidden Markov model that scal…