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SUMMARY:Using transformed domains to sparsify Gaussian Processes - Speaker
  to be confirmed
DTSTART:20100713T130000Z
DTEND:20100713T140000Z
UID:TALK25456@talks.cam.ac.uk
CONTACT:Microsoft Research Cambridge Talks Admins
DESCRIPTION:*Abstract:* One of the main limitations associated to the use 
 of Gaussian Processes (GPs) to model data is their high computational cost
 \, which is O(n^3) for n training samples. In this talk\, I will discuss s
 everal recently proposed GP models that rely on the use of a `transformed 
 domain` to achieve sparsity and make computation for large data sets affor
 dable. These proposals are comparable in terms of computational cost to pr
 evious approaches\, such as the celebrated Sparse Pseudo-Input GP (also kn
 own as FITC)\, but typically offer superior performance. In particular\, I
  will present the Sparse Spectrum GP (SSGP) as a very fast tool to model s
 tationary processes and the Inter-Domain GP (IDGP) as a general framework 
 for inference that can be used both to understand previous sparse GP model
 s and to design new ones. A variational extension of the latter framework 
 that rigorously addresses the overfilling problem will also be discussed.\
 n
LOCATION:Small public lecture room\, Microsoft Research Ltd\, 7 J J Thomso
 n Avenue (Off Madingley Road)\, Cambridge
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