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Research map / Probabilistic and scientific modeling / Uncertainty and Gaussian processes

Bayesian online change point detection with Hilbert space approximate Student-t process

ICML 2023 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Sparse variational Gaussian processes

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace GP UPM with Student-t process UPM (Hilbert space reduced-rank)BOCPD UPM · Nile, Well Log, Bee Waggle, Whistler Snowfallnegative log likelihoodHelped
Replace GP UPM with Hilbert space Student-t process UPMWhistler SnowfallMSEHelped
Hilbert space reduced-rank approximation of the TP vs full-rank GP-ARWell Log Data training time · Well Log Datatraining time: 659.20 s vs 13,610.75 s for GPAR-CPHelped
Hilbert space reduced-rank approximation for GP UPM (HSGPAR vs GPAR)Nile Data NLL · Nile Datanegative log likelihood: 1.1480 vs 1.1481No clear effect

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