Adams, RP and Murray, I and MacKay, DJC (2009) The Gaussian process density sampler. Advances in Neural Information Processing Systems 21 - Proceedings of the 2008 Conference. pp. 9-16.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 fixed density function 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 can also infer the hyperparameters of the Gaussian process. We compare this density modeling technique to several existing techniques on a toy problem and a skullreconstruction task.
|Divisions:||Div F > Machine Intelligence|
|Depositing User:||Cron Job|
|Date Deposited:||09 Dec 2016 17:56|
|Last Modified:||22 Feb 2017 00:07|