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Deep Gaussian Processes

Deep Gaussian ProcessesAndreas C. DamianouNeil D. LawrenceDept. of Computer Science & Sheffield Institute for Translational Neuroscience,University of Sheffield, UKAbstractIn this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief net-work based on Gaussian process mappings. Thedata is modeled as the output of a multivariateGP. The inputs to that Gaussian process are thengoverned by another GP. A single layer model isequivalent to a standard GP or the GP latent vari-able model (GP-LVM).

Andreas C. Damianou Neil D. Lawrence Dept. of Computer Science & Sheffield Institute for Translational Neuroscience, University of Sheffield, UK Abstract In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief net-work based on Gaussian process mappings. The data is modeled as the output of a multivariate GP.

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