Bayesian Learning on Kalvik Jakkala

Bayesian Learning on Kalvik Jakkalahttps://www.itskalvik.com/tags/bayesian-learning/Recent content in Bayesian Learning on Kalvik JakkalaHugoenMon, 08 Jan 2024 00:00:00 +0000Tutorial on streaming sparse Gaussian processeshttps://www.itskalvik.com/blog/ssgp/Mon, 08 Jan 2024 00:00:00 +0000https://www.itskalvik.com/blog/ssgp/Walkthrough of the derivation of streaming sparse Gaussian processes [Bui et al., 2017]Conjugate-Computation Variational Inference (CVI)https://www.itskalvik.com/blog/cvi/Tue, 12 Dec 2023 00:00:00 +0000https://www.itskalvik.com/blog/cvi/Tutorial on Conjugate-Computation Variational Inference (CVI). A computationally efficient, modular, and parameter efficient generalization of variational inferenceVariational Gaussian approximation with only $O(N)$ free parametershttps://www.itskalvik.com/blog/vgafreeparams/Mon, 27 Nov 2023 00:00:00 +0000https://www.itskalvik.com/blog/vgafreeparams/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 variablesWhat is so natural about the seemingly unnatural "natural parameters"?https://www.itskalvik.com/blog/naturalparams/Thu, 09 Nov 2023 00:00:00 +0000https://www.itskalvik.com/blog/naturalparams/Tutorial on the natural parameterization of the exponential-family distributions and how it leads to computationally efficient natural gradient descent in conjugate modelsTutorial on variational sparse Gaussian processeshttps://www.itskalvik.com/blog/vfe/Tue, 31 May 2022 00:00:00 +0000https://www.itskalvik.com/blog/vfe/Walkthrough of the derivation of the variational sparse Gaussian processes [Titsias 2009]Tutorial on Gaussian Processeshttps://www.itskalvik.com/blog/gps/Wed, 29 Apr 2020 00:00:00 +0000https://www.itskalvik.com/blog/gps/Gaussian processes are one of the dominant approaches in Bayesian learning. This tutorial explains Gaussian processes with interactive figures and code