Tutorial on streaming sparse Gaussian processes
Walkthrough of the derivation of streaming sparse Gaussian processes [Bui et al., 2017]
Jan 8, 2024
Conjugate-Computation Variational Inference (CVI)
Tutorial on Conjugate-Computation Variational Inference (CVI). A computationally efficient, modular, and parameter efficient generalization of variational inference
Dec 12, 2023
Variational Gaussian approximation with only $O(N)$ free parameters
Tutorial on variational Gaussian approximation and why using Gaussian priors and factorizing likelihoods leads to only $O(N)$ instead of $O(N^2)$ variational parameters, $N$ being the number of random variables
Nov 27, 2023
What is so natural about the seemingly unnatural "natural parameters"?
Tutorial on the natural parameterization of the exponential-family distributions and how it leads to computationally efficient natural gradient descent in conjugate models
Nov 9, 2023
Tutorial on variational sparse Gaussian processes
Walkthrough of the derivation of the variational sparse Gaussian processes [Titsias 2009]
May 31, 2022
Tutorial on Gaussian Processes
Gaussian processes are one of the dominant approaches in Bayesian learning. This tutorial explains Gaussian processes with interactive figures and code
Apr 29, 2020