We present an infinite mixture model in which each component comprises\u00a0a multivariate Gaussian distribution over an input space, and a Gaussian Process model over an output space. Our model is neatly able to deal with non-stationary covariance functions, discontinuities, multimodality and overlapping output signals. The work is similar to that by Rasmussen and Ghahramani [1]; however, we use a full generative odel
\nover input and output space rather than just a conditional model. This allows us to deal with incomplete data, to perform inference over inverse functional mappings as well as for regression, and also leads to a more powerful and consistent Bayesian specification of the effective \u2018gating network\u2019 for the different experts.<\/p>\n","protected":false},"excerpt":{"rendered":"
We present an infinite mixture model in which each component comprises\u00a0a multivariate Gaussian distribution over an input space, and a Gaussian Process model over an output space. Our model is neatly able to deal with non-stationary covariance functions, discontinuities, multimodality and overlapping output signals. 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