Corpus ID: 52958791

Harmonizable mixture kernels with variational Fourier features

@inproceedings{Shen2019HarmonizableMK,
  title={Harmonizable mixture kernels with variational Fourier features},
  author={Zheyan Shen and Markus Heinonen and Samuel Kaski},
  booktitle={AISTATS},
  year={2019}
}
The expressive power of Gaussian processes depends heavily on the choice of kernel. In this work we propose the novel harmonizable mixture kernel (HMK), a family of expressive, interpretable, non-stationary kernels derived from mixture models on the generalized spectral representation. As a theoretically sound treatment of non-stationary kernels, HMK supports harmonizable covariances, a wide subset of kernels including all stationary and many non-stationary covariances. We also propose… Expand
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