Actuarial Seminar : Dr. Viacheslav Borovitskiy (ETH Zurich)

Geometric Gaussian Processes

Lundi 25 novembre 2024 - 14h00 à 15h00

Extranef 125

Abstract: Gaussian processes (GPs) are often considered to be the gold standard in settings where well-calibrated predictive uncertainty is of key importance, such as decision making.

It is important for applications to have a class of “general purpose” GPs. Traditionally, these are the stationary processes, e.g. RBF or Matérn GPs, at least for the usual vectorial inputs. For non-vectorial inputs, however, there is often no such class. This state of affairs hinders the use of GPs in a number of application areas ranging from robotics to drug design.

In this talk, I will consider GPs taking inputs on a manifold, on a node set of a graph, or in a discrete “space” of graphs. I will discuss a framework for defining the appropriate general purpose GPs, as well as the analytic and numerical techniques that make them tractable.

Seminar organized by Prof. E. Hashorva

Publié du 21 octobre 2024 au 26 novembre 2024
DSA
Visibilité:
publiée