Beijing-Saint Petersburg Mathematics Colloquium (online)
Abstract
I will introduce the Gaussian process regression algorithm, a widely used approach to probabilistic modeling in machine learning, and talk about its applications and challenges associated with its use. In the end, I will mention our own recent research in this topic that was presented on International Conference on Machine Learning and will be presented on this year's conference on Neural Information Processing Systems.
Bio
He has graduated from Saint-Petersburg State University, Faculty of Mathematics and Mechanics. His main interests cover PDEs, Banach spaces, Satistics and Informatics.