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Day 1 |
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Room: Zoom
8:30-9:00 Arrivals
9:00-10:30 An introduction to GPs [slides]
10:30-11:00 Coffee Break
11:00-12:30 Kernel design [slides]
12:30-14:00 Lunch
14:00-15:30 Lab session 1 and round tables with the speakers (Prof. Richard Wilkinson and Dr. Nicolas Durrande)
15:30-16:00 Coffee Break
16:00-17:00 Spectral kernels [slides]
Abstracts
Spectral kernels
The kernel choice defines the family of functions Gaussian processes model. In this talk we will consider spectral kernels: a framework to model arbitrary covariance functions in the spectral domain. These methods are particularly useful for modelling periodic data, or long-range correlations. Extensions to non-stationary kernels will be discussed as well.