Mauricio Alvarez
Senior Lecturer, University of Manchester
Non-linear Latent Force Models
Speaker: Mauricio A. Álvarez (University of Manchester) Date: 3pm, June 7th, 2024 Location: MB0.07, University of Warwick, Coventry, UK
Abstract
A latent force model is a Gaussian process with a covariance function inspired by a differential operator. Such a covariance function is obtained by performing convolution integrals between Green’s functions associated with the differential operators and covariance functions associated with latent functions. Latent force models have been used in several fields for grey box modelling and Bayesian inversion. In this talk, I will introduce latent force models and several recent works in my group where we have extended this framework to non-linear problems.
About Mauricio A. Álvarez
Mauricio A. Álvarez is an Associate Professor in Machine Learning in the Department of Computer Science at the University of Manchester. He is internationally known for his work on multi-output Gaussian processes and physically-inspired probabilistic modelling. Dr Álvarez is the Director of a new UKRI AI Centre for Doctoral Training on Decision Making for Complex Systems at Manchester. He is Associate Editor for the Transactions on Machine Learning OpenReview journal. He has been area chair for several machine learning conferences, including the Advances in Neural Information Processing Systems (NeurIPS) conference, the Uncertainty in Artificial Intelligence (UAI) conference, the International Conference on Learning Representations (ICLR), the AAAI Association conference and the Artificial Intelligence and Statistics (AISTATS) conference. He is also a member of the recently created Centre for AI Fundamentals at the University of Manchester.