Automatically assigned DDC number: 00632

Manually assigned DDC number: 00631

Number of references: 16

Title: Efficient Covariance Matrix Methods for Bayesian Gaussian Processes and Hopfield Neural Networks

Author:

Subject: Amos James Storkey Efficient Covariance Matrix Methods for Bayesian Gaussian Processes and Hopfield Neural Networks

Description: Covariance matrices are important in many areas of neural modelling. In Hopfield networks they are used to form the weight matrix which controls the autoassociative properties of the network. In Gaussian processes, which have been shown to be the infinite neuron limit of many regularised feedforward neural networks, covariance matrices control the form of Bayesian prior distribution over function space. This thesis examines interesting modifications to the standard covariance matrix methods to increase functionality or efficiency of these neural techniques. Firstly the problem of adapting Gaussian process priors to perform regression on switching regimes is tackled. This involves the use of block covariance matrices and Gibbs sampling methods. Then the use of Toeplitz methods is proposed for Gaussian process regression where sampling positions can be chosen. A comparison is made between Hopfield weight matrices, and sample covariances. This allows work on sample covariances to be used ...

Contributor: The Pennsylvania State University CiteSeer Archives

Publisher: unknown

Date: 1999-11-29

Pubyear: 1999

Format: ps

Identifier: http://citeseer.ist.psu.edu/390372.html

Source: http://www.anc.ed.ac.uk/~amos/ajsthesis.ps.gz

Language: en

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