- Inference and estimation in probabilistic time series models by D. Barber, A. T. Cemgil and S. Chiappa in Bayesian Time Series Models.
- JMLR paper on Gaussian Kullback-Leibler Approximate Inference which describes much of Ed Challis' recently completed PhD work. There is also extensive software available that demonstrates Bayesian inference on very large-scale models, including sparse regression and logistic regression.
- Chris Bracegirdle's successfully defended thesis on Inference in Bayesian Time-Series Models. This includes a thorough description of our work on efficient inference in switching linear models and more recently on Bayesian Conditional Cointegration.
- A tech report on Variational Optimization
- A note on Occam's razor
- A note on calculating your nearest neighbour, with demo code. Updated to include KD tree discussion and code.
- NIPS 2012 ORAL paper A Unifying Perspective of Parametric Policy Search Methods for Markov Decision Processessupplementary material. Perhaps the world's greatest tetris player?! See the video and Tom's site for more of our work on MDPs.
- NIPS 2012 paper on Affine Independent Variational Inference supplementary material.
- ICML 2012 paper on Bayesian Cointegration supplementary material (runner up best paper)
- An Approximate Newton Method for Markov Decision Processes
- Promotional Discount on Bayesian Timeseries models. Note that you can change your locale in the checkout cart to pay and deliver in your local country.
- Promotional discount on Bayesian Reasoning and Machine Learning. Note that you can change your locale in the checkout cart to pay and deliver in your local country.
- Cambridge Science Festival talk on How to Engineer Intelligence.
- New books and our popular MSc programme:
Recent research highlights
- On the computational complexity of stochastic controller optimization in POMDPs
- Just a bit of fun with Mona Lisa -- reconstructing an image (left) using 20000 randomly placed lines (centre) and 2000 circles (right). Each line/circle is just one colour. [click on images for higher resolution]:
- ECML paper on Lagrange Dual Decomposition for Finite Horizon Markov Decision Processes
- UAI paper on Efficient Inference in Markov Control Problems
- AISTATS paper on Concave Gaussian Variational Approximations for Inference in Large-Scale Bayesian Linear Models supplementary material software
- AISTATS paper on Switch-Reset Models : Exact and Approximate Inference supplementary material
- Signal Processing Magazine article on Graphical Models for Time Series
- I'm promoting an old TR that I never made very visible (apologies for a minor typo in the information filter -- I'll upload a corrected version shortly):
The auxiliary variable trick for deriving Kalman smoothers The derivation explains how to express the backward (beta) message in a form that is numerically stable.
- Paper on Variational methods for Reinforcement Learning
- Identifying graph clusters using variational inference and links to covariance parametrization Please email me if you would like a reprint.
- LEMIR workshop paper on Solving deterministic policy (PO)MPDs using Expectation-Maximisation and Antifreeze
MSC in Computational Statistics and Machine Learning
- The MSC in Computational Statistics and Machine Learning is an exciting course that imparts key skills for analyzing our data rich world, including techniques for Information Retrieval and Machine Learning. We anticipate graduates from the programme to take key positions in research and leading organizations involved with large-scale information processing and analysis. The programme is taught by world-renowned researchers in Machine Learning from UCL Computer Science and the Gatsby Computational Neuroscience Unit.