TY - GEN
T1 - The Gaussian process density sampler
AU - Adams, Ryan Prescott
AU - Murray, Iain
AU - MacKay, David J.C.
PY - 2009
Y1 - 2009
N2 - We present the Gaussian Process Density Sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a fixed density function that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We can also infer the hyperparameters of the Gaussian process. We compare this density modeling technique to several existing techniques on a toy problem and a skullreconstruction task.
AB - We present the Gaussian Process Density Sampler (GPDS), an exchangeable generative model for use in nonparametric Bayesian density estimation. Samples drawn from the GPDS are consistent with exact, independent samples from a fixed density function that is a transformation of a function drawn from a Gaussian process prior. Our formulation allows us to infer an unknown density from data using Markov chain Monte Carlo, which gives samples from the posterior distribution over density functions and from the predictive distribution on data space. We can also infer the hyperparameters of the Gaussian process. We compare this density modeling technique to several existing techniques on a toy problem and a skullreconstruction task.
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M3 - Conference contribution
AN - SCOPUS:70049091620
SN - 9781605609492
T3 - Advances in Neural Information Processing Systems 21 - Proceedings of the 2008 Conference
SP - 9
EP - 16
BT - Advances in Neural Information Processing Systems 21 - Proceedings of the 2008 Conference
PB - Neural Information Processing Systems
T2 - 22nd Annual Conference on Neural Information Processing Systems, NIPS 2008
Y2 - 8 December 2008 through 11 December 2008
ER -