Stationarity is often an unrealistic prior assumption for Gaussian process regression. One solution is to predefine an explicit nonstationary covariance function, but such covaria...
We describe a statistical approach to software debugging in the presence of multiple bugs. Due to sparse sampling issues and complex interaction between program predicates, many g...
Alice X. Zheng, Michael I. Jordan, Ben Liblit, May...
We introduce an expectation maximizationtype (EM) algorithm for maximum likelihood optimization of conditional densities. It is applicable to hidden variable models where the dist...
We derive algorithms for finding a nonnegative n-dimensional tensor factorization (n-NTF) which includes the non-negative matrix factorization (NMF) as a particular case when n = ...
We examine the set covering machine when it uses data-dependent half-spaces for its set of features and bound its generalization error in terms of the number of training errors an...
Mario Marchand, Mohak Shah, John Shawe-Taylor, Mar...