Carl Edward Rasmussen

Research Scientist

Alumni

Empirical Inference

Publications

3 results (BibTeX)

2005

Assessing Approximate Inference for Binary Gaussian Process Classification

Kuss, M., Rasmussen, C.

Journal of Machine Learning Research, 6, pages: 1679 , October 2005 (article)

Abstract

Gaussian process priors can be used to define flexible, probabilistic classification models. Unfortunately exact Bayesian inference is analytically intractable and various approximation techniques have been proposed. In this work we review and compare Laplace‘s method and Expectation Propagation for approximate Bayesian inference in the binary Gaussian process classification model. We present a comprehensive comparison of the approximations, their predictive performance and marginal likelihood estimates to results obtained by MCMC sampling. We explain theoretically and corroborate empirically the advantages of Expectation Propagation compared to Laplace‘s method.

PDF PDF [BibTex]

2005

Kuss, M., Rasmussen, C. Assessing Approximate Inference for Binary Gaussian Process Classification Journal of Machine Learning Research, 6, pages: 1679 , October 2005 (article)

PDF PDF [BibTex]

2003

Prediction at an Uncertain Input for Gaussian Processes and Relevance Vector Machines - Application to Multiple-Step Ahead Time-Series Forecasting

Quiñonero-Candela, J., Girard, A., Rasmussen, C.

(IMM-2003-18), Max Planck Institute for Biological Cybernetics, Tübingen, Germany, 2003 (techreport)

PDF PostScript [BibTex]

2003

Quiñonero-Candela, J., Girard, A., Rasmussen, C. Prediction at an Uncertain Input for Gaussian Processes and Relevance Vector Machines - Application to Multiple-Step Ahead Time-Series Forecasting (IMM-2003-18), Max Planck Institute for Biological Cybernetics, Tübingen, Germany, 2003 (techreport)

PDF PostScript [BibTex]

2002

Observations on the Nyström Method for Gaussian Process Prediction

Williams, C., Rasmussen, C., Schwaighofer, A., Tresp, V.

Max Planck Institute for Biological Cybernetics, Tübingen, Germany, 2002 (techreport)

Abstract

A number of methods for speeding up Gaussian Process (GP) prediction have been proposed, including the Nystr{\"o}m method of Williams and Seeger (2001). In this paper we focus on two issues (1) the relationship of the Nystr{\"o}m method to the Subset of Regressors method (Poggio and Girosi 1990; Luo and Wahba, 1997) and (2) understanding in what circumstances the Nystr{\"o}m approximation would be expected to provide a good approximation to exact GP regression.

PostScript [BibTex]

2002

Williams, C., Rasmussen, C., Schwaighofer, A., Tresp, V. Observations on the Nyström Method for Gaussian Process Prediction Max Planck Institute for Biological Cybernetics, Tübingen, Germany, 2002 (techreport)

PostScript [BibTex]