Mon, 29 Apr 2024
11:00 - 12:00
Lecture Room 3
Aretha Teckentrup
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. 

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