Neural Information Processing Systems http://nips.cc/

We develop a model by choosing the maximum entropy distribution from the set of models satisfying certain smoothness and independence criteria; we show that inference on this model generalizes local kernel estimation to the context of Bayesian inference on stochastic processes. Our model enables Bayesian inference in contexts when standard techniques like Gaussian process inference are too expensive to apply. Exact inference on our model is possible for any likelihood function from the exponential family. Inference is then highly efficient, requiring only O(log N) time and O(N) space at run time. We demonstrate our algorithm on several problems and show quantifiable improvement in both speed and performance relative to models based on the Gaussian process.

We develop a model by choosing the maximum entropy distribution from the set of models satisfying certain smoothness and independence criteria; we show that inference on this model generalizes local kernel estimation to the context of Bayesian inference on stochastic processes. Our model enables Bayesian inference in contexts when standard techniques like Gaussian process inference are too expensive to apply. Exact inference on our model is possible for any likelihood function from the exponential family. Inference is then highly efficient, requiring only O(log N) time and O(N) space at run time. We demonstrate our algorithm on several problems and show quantifiable improvement in both speed and performance relative to models based on the Gaussian process.

Consider numerical observations; it is common to calculate their mean and refer to it as central tendency. There are, however, different measures of mean [4]. These measurements are sometimes grouped into families, like Lehmer and Hölder. Distinguishing these measures and better understanding their use involves identifying the link between them and probability density functions (PDFs). For example, the arithmetic mean is the maximum likelihood estimator (MLE) of the position parameter for the normal PDF and the scale parameter for the exponential PDF. For the families of Lehmer and Hölder means, such an interpretation has only recently been proposed for the case of PDFs in the case of the univariate exponential family Let's consider digital observations; it is often common to calculate their mean and designate it as a central tendency. However, there are various measures of the average [2]. These measures are sometimes grouped into families, such as Lehmer and Hölder.

We develop a model by choosing the maximum entropy distribution from the set of models satisfying certain smoothness and independence criteria; we show that inference on this model generalizes local kernel estimation to the context of Bayesian inference on stochastic processes. Our model enables Bayesian inference in contexts when standard techniques like Gaussian process inference are too expensive to apply. Exact inference on our model is possible for any likelihood function from the exponential family. Inference is then highly efficient, requiring only O(log N) time and O(N) space at run time. We demonstrate our algorithm on several problems and show quantifiable improvement in both speed and performance relative to models based on the Gaussian process.