MAGMA: inference and prediction using multi-task Gaussian processes with common mean

DOI10.1007/S10994-022-06172-1OpenAlexMaRDI QIDQ80870FDO

Authors Arthur Leroy, Pierre Latouche, Benjamin Guedj, Servane Gey, Arthur Leroy, Pierre Latouche, Servane Gey

Publication date May 2022

Published in Machine Learning (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.10731

zbMATH Keywords

EM algorithmfunctional data analysisGaussian processescommon mean processmulti-task learning

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites work

• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 469335 (Why is no real title available?)
• scientific article; zbMATH DE number 1179314 (Why is no real title available?)
• A Bayesian Model for Sparse Functional Data
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• Functional data analysis.
• Gaussian Process Functional Regression Modeling for Batch Data
• Gaussian Process Regression Analysis for Functional Data
• Gaussian processes for machine learning.
• Kernels for vector-valued functions: a review
• Nonparametric functional data analysis. Theory and practice.
• Pattern recognition and machine learning.
• Remark on ``Algorithm 778: L-BFGS-B: Fortran subroutines for large-scale bound constrained optimization
• Smoothing and mean-covariance estimation of functional data with a Bayesian hierarchical model
• The EM Algorithm and Extensions, 2E
• Updating Quasi-Newton Matrices with Limited Storage

Cited in

(1)

• MagmaClustR

Describes a project that uses

Uses Software

• L-BFGS-B
• L-BFGS
• WinBUGS
• fda (R)
• GPFDA
• PRMLT

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