Physics-Informed Variational State-Space Gaussian ProcessesNeural Information Processing Systems (NeurIPS), 2024 |
Variational Inference for GARCH-family ModelsInternational Conference on AI in Finance (ICAF), 2023 |
Stochastic Variational Inference for GARCH ModelsStatistics and computing (Stat. Comput.), 2023 |
Bayesian Learning for Neural Networks: an algorithmic surveyArtificial Intelligence Review (Artif Intell Rev), 2022 |
Manifold Gaussian Variational Bayes on the Precision MatrixNeural Computation (Neural Comput.), 2022 |
Approximating Bayes in the 21st CenturyStatistical Science (Statist. Sci.), 2021 |
Bayes-Newton Methods for Approximate Bayesian Inference with PSD
GuaranteesJournal of machine learning research (JMLR), 2021 |
Handling the Positive-Definite Constraint in the Bayesian Learning RuleInternational Conference on Machine Learning (ICML), 2020 |
Manifold Optimization Assisted Gaussian Variational ApproximationJournal of Computational And Graphical Statistics (JCGS), 2019 |