Skip to content

Commit 8a901ad

Browse files
authored
Update README.md
1 parent 0922735 commit 8a901ad

File tree

1 file changed

+38
-12
lines changed

1 file changed

+38
-12
lines changed

README.md

Lines changed: 38 additions & 12 deletions
Original file line numberDiff line numberDiff line change
@@ -50,38 +50,64 @@ This software is provided under the Apache License 2.0. See the accompanying LIC
5050
## Citing Bayes-Newton
5151

5252
```
53-
@software{bayesnewton2021github,
54-
author = {William J. Wilkinson},
55-
title = {{Bayes-Newton}},
56-
url = {https://github.com/AaltoML/BayesNewton},
57-
version = {0.0},
58-
year = {2021},
53+
@article{wilkinson2021bayesnewton,
54+
title = {{B}ayes-{N}ewton Methods for Approximate {B}ayesian Inference with {PSD} Guarantees},
55+
author = {Wilkinson, William J. and S\"arkk\"a, Simo and Solin, Arno},
56+
journal={arXiv preprint},
57+
year={2021}
5958
}
6059
```
6160

6261
## Implemented Models
62+
For a full list of the all the models available see the [model class list](https://github.com/AaltoML/BayesNewton/blob/main/bayesnewton/models.py).
6363

6464
### Variational GPs
6565
- **Variationl GP** *(Opper, Archambeau: The Variational Gaussian Approximation Revisited, Neural Computation 2009; Khan, Lin: Conugate-Computation Variational Inference - Converting Inference in Non-Conjugate Models in to Inference in Conjugate Models, AISTATS 2017)*
66-
- **Sparse Variational GP** *(Hensman, Matthews, Ghahramani: Scalable Variational Gaussian Process Classification, AISTATS 2015)*
66+
- **Sparse Variational GP** *(Hensman, Matthews, Ghahramani: Scalable Variational Gaussian Process Classification, AISTATS 2015; Adam, Chang, Khan, Solin: Dual Parameterization of Sparse Variational Gaussian Processes, NeurIPS 2021)*
6767
- **Markov Variational GP** *(Chang, Wilkinson, Khan, Solin: Fast Variational Learning in State Space Gaussian Process Models, MLSP 2020)*
6868
- **Sparse Markov Variational GP** *(Adam, Eleftheriadis, Durrande, Artemev, Hensman: Doubly Sparse Variational Gaussian Processes, AISTATS 2020; Wilkinson, Solin, Adam: Sparse Algorithms for Markovian Gaussian Processes, AISTATS 2021)*
69+
- **Spatio-Temporal Variational GP** *(Hamelijnck, Wilkinson, Loppi, Solin, Damoulas: Spatio-Temporal Variational Gaussian Processes, NeurIPS 2021)*
6970
### Expectation Propagation GPs
7071
- **Expectation Propagation GP** *(Minka: A Family of Algorithms for Approximate Bayesian Inference, Ph. D thesis 2000)*
7172
- **Sparse Expectation Propagation GP (energy not working)** *(Csato, Opper: Sparse on-line Gaussian processes, Neural Computation 2002; Bui, Yan, Turner: A Unifying Framework for Gaussian Process Pseudo Point Approximations Using Power Expectation Propagation, JMLR 2017)*
7273
- **Markov Expectation Propagation GP** *(Wilkinson, Chang, Riis Andersen, Solin: State Space Expectation Propagation, ICML 2020)*
7374
- **Sparse Markov Expectation Propagation GP** *(Wilkinson, Solin, Adam: Sparse Algorithms for Markovian Gaussian Processes, AISTATS 2021)*
74-
### Laplace GPs
75+
### Laplace/Newton GPs
7576
- **Laplace GP** *(Rasmussen, Williams: Gaussian Processes for Machine Learning, 2006)*
76-
- **Sparse Laplace GP**
77-
- **Markov Laplace GP**
77+
- **Sparse Laplace GP** *(Wilkinson, Särkkä, Solin: Bayes-Newton Methods for Approximate Bayesian Inference with PSD Guarantees)*
78+
- **Markov Laplace GP** *(Wilkinson, Särkkä, Solin: Bayes-Newton Methods for Approximate Bayesian Inference with PSD Guarantees)*
7879
- **Sparse Markov Laplace GP**
7980
### Linearisation GPs
80-
- **Posterior Linearisation GP** *(Garcia-Fernandez, Tronarp, Sarkka: Gaussian Process Classification Using Posterior Linearization, IEEE Signal Processing 2019; Steinberg, Bonilla: Extended and Unscented Gaussian Processes, NeurIPS 2014)*
81+
- **Posterior Linearisation GP** *(García-Fernández, Tronarp, Sarkka: Gaussian Process Classification Using Posterior Linearization, IEEE Signal Processing 2019; Steinberg, Bonilla: Extended and Unscented Gaussian Processes, NeurIPS 2014)*
8182
- **Sparse Posterior Linearisation GP**
82-
- **Markov Posterior Linearisation GP** *(Garcia-Fernandez, Svensson, Sarkka: Iterated Posterior Linearization Smoother, IEEE Automatic Control 2016; Wilkinson, Chang, Riis Andersen, Solin: State Space Expectation Propagation, ICML 2020)*
83+
- **Markov Posterior Linearisation GP** *(García-Fernández, Svensson, Sarkka: Iterated Posterior Linearization Smoother, IEEE Automatic Control 2016; Wilkinson, Chang, Riis Andersen, Solin: State Space Expectation Propagation, ICML 2020)*
8384
- **Sparse Markov Posterior Linearisation GP** *(Wilkinson, Solin, Adam: Sparse Algorithms for Markovian Gaussian Processes, AISTATS 2021)*
8485
- **Taylor Expansion / Analytical Linearisaiton GP** *(Steinberg, Bonilla: Extended and Unscented Gaussian Processes, NeurIPS 2014)*
8586
- **Markov Taylor GP / Extended Kalman Smoother** *(Bell: The Iterated Kalman Smoother as a Gauss-Newton method, SIAM Journal on Optimization 1994)*
8687
- **Sparse Taylor GP**
8788
- **Sparse Markov Taylor GP / Sparse Extended Kalman Smoother** *(Wilkinson, Solin, Adam: Sparse Algorithms for Markovian Gaussian Processes, AISTATS 2021)*
89+
90+
## Gauss-Newton GPs
91+
*(Wilkinson, Särkkä, Solin: Bayes-Newton Methods for Approximate Bayesian Inference with PSD Guarantees)*
92+
- **Gauss-Newton**
93+
- **Variational Gauss-Newton**
94+
- **PEP Gauss-Newton**
95+
- **2nd-order PL Gauss-Newton**
96+
97+
## Quasi-Newton GPs
98+
*(Wilkinson, Särkkä, Solin: Bayes-Newton Methods for Approximate Bayesian Inference with PSD Guarantees)*
99+
- **Quasi-Newton**
100+
- **Variational Quasi-Newton**
101+
- **PEP Quasi-Newton**
102+
- **PL Quasi-Newton**
103+
104+
## GPs with PSD Constraints via Riemannian Gradients
105+
- **VI Riemann Grad** *Lin, Schmidt, Khan: Handling the Positive-Definite Constraint in the Bayesian Learning Rule, ICML 2020*
106+
- **Newton/Laplace Riemann Grad** *Lin, Schmidt, Khan: Handling the Positive-Definite Constraint in the Bayesian Learning Rule, ICML 2020*
107+
- **PEP Riemann Grad** *(Wilkinson, Särkkä, Solin: Bayes-Newton Methods for Approximate Bayesian Inference with PSD Guarantees)*
108+
109+
## Others
110+
111+
- **Infinite Horizon GP** *(Solin, Hensman, Turner: Infinite-Horizon Gaussian Processes, NeurIPS 2018)*
112+
- **Parallel Markov GP (with VI, EP, PL, ...)** *(Särkkä, García-Fernández: Temporal parallelization of Bayesian smoothers; Corenflos, Zhao, Särkkä: Gaussian Process Regression in Logarithmic Time; Hamelijnck, Wilkinson, Loppi, Solin, Damoulas: Spatio-Temporal Variational Gaussian Processes, NeurIPS 2021)*
113+
- **2nd-order Posterior Linearisation GP (sparse, Markov, ...)** *(Wilkinson, Särkkä, Solin: Bayes-Newton Methods for Approximate Bayesian Inference with PSD Guarantees)*

0 commit comments

Comments
 (0)