We show how to apply the efficient Bayesian changepoint detection techniques of Fearnhead in the multivariate setting. We model the joint density of vector-valued observations usi...
Stationarity is often an unrealistic prior assumption for Gaussian process regression. One solution is to predefine an explicit nonstationary covariance function, but such covaria...
Given a large collection of medical images of several conditions and treatments, how can we succinctly describe the characteristics of each setting? For example, given a large col...
Predictive state representations (PSRs) have recently been proposed as an alternative to partially observable Markov decision processes (POMDPs) for representing the state of a dy...
Matthew Rosencrantz, Geoffrey J. Gordon, Sebastian...
Abstract. We propose a machine learning approach to action prediction in oneshot games. In contrast to the huge literature on learning in games where an agent's model is deduc...