Scalable variational Gaussian processes for crowdsourcing: Glitch detection in LIGO
P Morales-Alvarez, P Ruiz, S Coughlin… - … on Pattern Analysis …, 2020 - ieeexplore.ieee.org
In the last years, crowdsourcing is transforming the way classification training sets are
obtained. Instead of relying on a single expert annotator, crowdsourcing shares the labelling …
obtained. Instead of relying on a single expert annotator, crowdsourcing shares the labelling …
A probabilistic approach to nonparametric local volatility
The local volatility model is a widely used for pricing and hedging financial derivatives.
While its main appeal is its capability of reproducing any given surface of observed option …
While its main appeal is its capability of reproducing any given surface of observed option …
Probabilistic machine learning for local volatility
The local volatility model is widely used for pricing and hedging financial derivatives. While
its main appeal is its capability of reproducing any given surface of observed option prices–it …
its main appeal is its capability of reproducing any given surface of observed option prices–it …
Tracking the Dimensions of Latent Spaces of Gaussian Process Latent Variable Models
Y Liu, PM Djurić - … 2022-2022 IEEE International Conference on …, 2022 - ieeexplore.ieee.org
Determining the number of latent variables, or the dimensions of latent states, is a ubiquitous
problem in dimension reduction. In this paper, we introduce a novel sequential method that …
problem in dimension reduction. In this paper, we introduce a novel sequential method that …