Edwin V. Bonilla

Sparse Grouped Gaussian Processes for Solar Power Forecasting.

2019 · arXiv (Cornell University)

We consider multi-task regression models where observations are assumed to be a linear combination of several latent node and weight functions, all drawn from Gaussian process priors that allow nonzero covariance between grouped latent functions. …

Contextual Directed Acyclic Graphs

2023 · arXiv (Cornell University)

Estimating the structure of directed acyclic graphs (DAGs) from observational data remains a significant challenge in machine learning. Most research in this area concentrates on learning a single DAG for the entire population. This paper …