Michael Minyi Zhang

Bayesian Non-linear Latent Variable Modeling via Random Fourier Features

2023 · arXiv (Cornell University)

The Gaussian process latent variable model (GPLVM) is a popular probabilistic method used for nonlinear dimension reduction, matrix factorization, and state-space modeling. Inference for GPLVMs is computationally tractable only when the data likelihood is Gaussian. …