Data Association with Gaussian Processes


The data association problem is concerned with separating data coming from different generating processes, for example when data come from different data sources, contain significant noise, or exhibit multimodality. We present a fully Bayesian approach to this problem. Our model is capable of simultaneously solving the data association problem and the induced supervised learning problems. Underpinning our approach is the use of Gaussian process priors to encode the structure of both the data and the data associations. We present an efficient learning scheme based on doubly stochastic variational inference and discuss how it can be applied to deep Gaussian process priors.

Markus Kaiser
Markus Kaiser
Research Scientist

Research Associate at the University of Cambridge and Research Scientist at Siemens AG. I am interested in scalable Bayesian machine learning and Gaussian processes.