Oscar Key

On Signal-to-Noise Ratio Issues in Variational Inference for Deep Gaussian Processes

2021 · International Conference on Machine Learning

We show that the gradient estimates used in training Deep Gaussian Processes (DGPs) with importance-weighted variational inference are susceptible to signal-to-noise ratio (SNR) issues. Specifically, we show both theoretically and via an extensive empirical evaluation …

Scalable Data Assimilation with Message Passing

2024 · arXiv (Cornell University)

Data assimilation is a core component of numerical weather prediction systems. The large quantity of data processed during assimilation requires the computation to be distributed across increasingly many compute nodes, yet existing approaches suffer from …