Learning from uncertain curves: The 2-Wasserstein metric for Gaussian processes

Publikation: Bidrag til bog/antologi/rapportKonferencebidrag i proceedingsForskningfagfællebedømt

  • Anton Mallasto
  • Aasa Feragen
We introduce a novel framework for statistical analysis of populations of nondegenerate
Gaussian processes (GPs), which are natural representations of uncertain
curves. This allows inherent variation or uncertainty in function-valued data to be
properly incorporated in the population analysis. Using the 2-Wasserstein metric we
geometrize the space of GPs with L2 mean and covariance functions over compact
index spaces. We prove uniqueness of the barycenter of a population of GPs, as well
as convergence of the metric and the barycenter of their finite-dimensional counterparts.
This justifies practical computations. Finally, we demonstrate our framework
through experimental validation on GP datasets representing brain connectivity and
climate development. A MATLAB library for relevant computations will be published
at https://sites.google.com/view/antonmallasto/software.
OriginalsprogEngelsk
TitelNeural Information Processing Systems 2017
RedaktørerI. Guyon, U. V. Luxburg, S. Bengio, H. Wallach, R. Fergus, S. Vishwanathan, R. Garnett
Antal sider11
ForlagNIPS Proceedings
Publikationsdato2017
StatusUdgivet - 2017
Begivenhed31st Annual Conference on Neural Information Processing Systems - Long Beach, USA
Varighed: 4 dec. 20179 dec. 2017
Konferencens nummer: 31

Konference

Konference31st Annual Conference on Neural Information Processing Systems
Nummer31
LandUSA
ByLong Beach
Periode04/12/201709/12/2017
NavnAdvances in Neural Information Processing Systems
Vol/bind30
ISSN1049-5258

ID: 194814290