• Corpus ID: 225067653

Scalable Gaussian Process Variational Autoencoders

  title={Scalable Gaussian Process Variational Autoencoders},
  author={Metod Jazbec and Vincent Fortuin and Michael Pearce and Stephan Mandt and Gunnar R{\"a}tsch},
Large, multi-dimensional spatio-temporal datasets are omnipresent in modern science and engineering. An effective framework for handling such data are Gaussian process deep generative models (GP-DGMs), which employ GP priors over the latent variables of DGMs. Existing approaches for performing inference in GP-DGMs do not support sparse GP approximations based on inducing points, which are essential for the computational efficiency of GPs, nor do they handle missing data -- a natural occurrence… 
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2018) a CV search on the noise parameter σ2
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