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ORCIDJames Hensman
- > Home > Persons > James Hensman
Publications
- 2021
[c26]Vincent Dutordoir, James Hensman, Mark van der Wilk, Carl Henrik Ek, Zoubin Ghahramani, Nicolas Durrande:
Deep Neural Networks as Point Estimates for Deep Gaussian Processes. NeurIPS 2021: 9443-9455- [i25]Vincent Dutordoir, Hugh Salimbeni, Eric Hambro, John McLeod, Felix Leibfried, Artem Artemev, Mark van der Wilk, James Hensman, Marc Peter Deisenroth, S. T. John:
GPflux: A Library for Deep Gaussian Processes. CoRR abs/2104.05674 (2021) - [i24]Vincent Dutordoir, James Hensman, Mark van der Wilk, Carl Henrik Ek, Zoubin Ghahramani, Nicolas Durrande:
Deep Neural Networks as Point Estimates for Deep Gaussian Processes. CoRR abs/2105.04504 (2021) - 2020
- [c25]Vincent Dutordoir, Mark van der Wilk, Artem Artemev, James Hensman:
Bayesian Image Classification with Deep Convolutional Gaussian Processes. AISTATS 2020: 1529-1539 - [i22]Mark van der Wilk, Vincent Dutordoir, S. T. John, Artem Artemev, Vincent Adam, James Hensman:
A Framework for Interdomain and Multioutput Gaussian Processes. CoRR abs/2003.01115 (2020) - 2019
- [c21]Mark van der Wilk, S. T. John, Artem Artemev, James Hensman:
Variational Gaussian Process Models without Matrix Inverses. AABI 2019: 1-9 - [c19]Alessandro Davide Ialongo, Mark van der Wilk, James Hensman, Carl Edward Rasmussen:
Overcoming Mean-Field Approximations in Recurrent Gaussian Process Models. ICML 2019: 2931-2940 - [i19]Vincent Dutordoir, Mark van der Wilk, Artem Artemev, Marcin Tomczak, James Hensman:
Translation Insensitivity for Deep Convolutional Gaussian Processes. CoRR abs/1902.05888 (2019) - [i16]Alessandro Davide Ialongo, Mark van der Wilk, James Hensman, Carl Edward Rasmussen:
Overcoming Mean-Field Approximations in Recurrent Gaussian Process Models. CoRR abs/1906.05828 (2019) - 2018
- [c12]Mark van der Wilk, Matthias Bauer, S. T. John, James Hensman:
Learning Invariances using the Marginal Likelihood. NeurIPS 2018: 9960-9970 - [i13]Mark van der Wilk, Matthias Bauer, S. T. John, James Hensman:
Learning Invariances using the Marginal Likelihood. CoRR abs/1808.05563 (2018) - [i10]Alessandro Davide Ialongo, Mark van der Wilk, James Hensman, Carl Edward Rasmussen:
Non-Factorised Variational Inference in Dynamical Systems. CoRR abs/1812.06067 (2018) - 2017
- [j6]Alexander G. de G. Matthews, Mark van der Wilk, Tom Nickson, Keisuke Fujii, Alexis Boukouvalas, Pablo León-Villagrá, Zoubin Ghahramani, James Hensman:
GPflow: A Gaussian Process Library using TensorFlow. J. Mach. Learn. Res. 18: 40:1-40:6 (2017) - [c11]Mark van der Wilk, Carl Edward Rasmussen, James Hensman:
Convolutional Gaussian Processes. NIPS 2017: 2849-2858 - [i8]Mark van der Wilk, Carl Edward Rasmussen, James Hensman:
Convolutional Gaussian Processes. CoRR abs/1709.01894 (2017)
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