Please use this identifier to cite or link to this item: http://ktisis.cut.ac.cy/handle/10488/3683
Title: Nonparametric mixtures of gaussian processes with power-law behavior
Authors: Demiris, Yiannis 
Chatzis, Sotirios P. 
Demiris, Yiannis 
Keywords: Gaussian Processes;Machine learning approaches;Mixture model;Non-stationary covariance;Nonparametric Bayesian models;Nonparametric mixtures;Variational Bayesian frameworks;Algorithms;Bayesian networks;Gaussian distribution;Gaussian noise (electronic);Mixtures;Space power generation;Process regression;Neural-networks;Models
Category: Mathematics
Field: Natural Sciences
Issue Date: 2012
Publisher: IEEE
Source: IEEE Transactions on Neural Networks and Learning Systems, 2012, Volume 23, Issue 12, Pages 1862-1871
Abstract: Gaussian processes (GPs) constitute one of the most important Bayesian machine learning approaches, based on a particularly effective method for placing a prior distribution over the space of regression functions. Several researchers have considered postulating mixtures of GPs as a means of dealing with nonstationary covariance functions, discontinuities, multimodality, and overlapping output signals. In existing works, mixtures of GPs are based on the introduction of a gating function defined over the space of model input variables. This way, each postulated mixture component GP is effectively restricted in a limited subset of the input space. In this paper, we follow a different approach. We consider a fully generative nonparametric Bayesian model with power-law behavior, generating GPs over the whole input space of the learned task. We provide an efficient algorithm for model inference, based on the variational Bayesian framework, and prove its efficacy using benchmark and real-world datasets. 2012 IEEE.
URI: http://ktisis.cut.ac.cy/handle/10488/3683
ISSN: 2162237X
DOI: 10.1109/TNNLS.2012.2217986
Rights: ©IEEE
Type: Article
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