Adams, RP and Murray, I and MacKay, DJC Nonparametric Bayesian Density Modeling with Gaussian Processes. (Unpublished)Full text not available from this repository.
We present the Gaussian process density sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a distribution defined by a density that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We describe two such MCMC methods. Both methods also allow inference of the hyperparameters of the Gaussian process.
|Uncontrolled Keywords:||stat.CO stat.CO math.ST stat.TH|
|Divisions:||Div F > Machine Intelligence|
|Depositing User:||Unnamed user with email email@example.com|
|Date Deposited:||09 Dec 2016 18:43|
|Last Modified:||28 Apr 2017 22:56|