New Perspectives on Variational Approximations in <span>G</span>aussian Processes: Modelling Data
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Abstract
In this talk I’ll introduce new perspectives on variational approximations. Many of the ideas may be widely applicable, but we will try to instantiate them in the context of Gaussian process models.
Although the variational material itself is reasonably technical, I’ll try and start the talk by making general statements about data modelling. Then, in an effort to make the talk seem coherent, I’ll make claims that the technical material which follows was inspired by the wider perspective I’ve given. Of course in practice, the technical material really emerged across a number of years during discussions with many people, and the general perspective has been retrofitted. Still, I’ll be giving the talk amongst friends, so no one will mind too much if the story doesn’t really fit together, and in fact it might be a good trigger for discussion. Speaking of which, I’ll be looking forward to lots of audience participation, and such participation may take the talk in previously unplanned directions.
The talk will be given without the use of electronic aids.