Corpus ID: 170078762

Monotonic Gaussian Process Flow

@article{Ustyuzhaninov2019MonotonicGP,
  title={Monotonic Gaussian Process Flow},
  author={Ivan Ustyuzhaninov and Ieva Kazlauskaite and C. Ek and N. D. F. Campbell},
  journal={ArXiv},
  year={2019},
  volume={abs/1905.12930}
}
  • Ivan Ustyuzhaninov, Ieva Kazlauskaite, +1 author N. D. F. Campbell
  • Published 2019
  • Computer Science, Mathematics
  • ArXiv
  • We propose a new framework of imposing monotonicity constraints in a Bayesian non-parametric setting. Our approach is based on numerical solutions of stochastic differential equations [Hedge, 2019]. We derive a non-parametric model of monotonic functions that allows for interpretable priors and principled quantification of hierarchical uncertainty. We demonstrate the efficacy of the proposed model by providing competitive results to other probabilistic models of monotonic functions on a number… CONTINUE READING
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