Seminar series
Date
Mon, 29 Apr 2024
Time
11:00 -
12:00
Location
Lecture Room 3
Speaker
Aretha Teckentrup
Organisation
University of Edinburgh
Deep Gaussian processes have proved remarkably successful as a tool for various statistical inference tasks. This success relates in part to the flexibility of these processes and their ability to capture complex, non-stationary behaviours.
In this talk, we will introduce the general framework of deep Gaussian processes, in which many examples can be constructed, and demonstrate their superiority in inverse problems including computational imaging and regression.
We will discuss recent algorithmic developments for efficient sampling, as well as recent theoretical results which give crucial insight into the behaviour of the methodology.
Further Information
Please note that this seminar starts at 11am and finishes at 12pm.