Amortized Structured Stochastic Variational Inference for Gaussian Process Latent Variable Models
Paper recorded by Signals 4 on 2026-10-02 in cs.LG. Abstract reproduced from arXiv; link to the original below.
Published 2026-10-02 on arXiv · recorded by Signals 4 on 2026-10-05
Category: cs.LG · 机器学习 · first seen 2026-10-05
Abstract
Many machine learning methods aim to approximate the lower-dimensional manifold on which the data lives. A desirable feature of such methods is that they should capture the epistemic uncertainty of this learned manifold. One model that achieves this is the Gaussian Process Latent Variable Model, in which a Gaussian Process (GP) mapping from the latent space provides an estimate of the uncertainty
Read on arXiv →
Cite this page: Amortized Structured Stochastic Variational Inference for Gaussian Process Latent Variable Models: the #391 most recent of 762 cs.LG papers we have recorded (as of 2026-10-02). Source: Signals 4 (Signals API) — https://data.jiangzhang.ca/signals4/t/papers/amortized-structured-stochastic-variational-inference-for-gaussian-process-laten.html
Free to quote with attribution to “Signals 4 (Signals API)”. Machine-readable:
papers.json
Get 4 AI signals a day by email — free.
Get 4 AI signals a day by email — free