Gaussian processes, spectral analysis and optimal transport

• 30 March 2022. Causal Inference and Missing Data Group at Inria

• 29 March 2022. Data Learning Group at Imperial College London. See info here

The Art of Gaussian Processes: Classical and Contemporary

Description: This 3-hour tutorial, jointly developed with my colleague César Lincoln C. Mattos, first introduces the fundamentals of the GP model to then present the current research challenges in the field.

• 6 December 2021: Neural Information Processing Systems 2021. Videos here, slides and code here
• 18 January 2022: Institut de Recherche en Informatique de Toulouse IRIT. Event website here

MutiOutput Gaussian Processes

Description: In this 1-hour talk, I motivate and present the MOGP, the main covariance functions as well as some examples and demos.

• 14 September 2021: Gaussian Process Summer School 2021 University of Sheffield. Slides here

Bayesian Nonparametric Spectral Estimation

Description: The use of Gaussian process for Bayesian interpolation of time series in order to compute posterior distributions of the spectrum of latent time series.

• 19 June 2019: Mathematical Modelling Seminar, Pontificia Universidad de Chile.
• 4 Dec 2018: The Neural Information Processing Systems Conference, Montreal, Canada (slides)
• 14 Dec 2018: Escuela de Verano en Inteligencia Computacional (EVIC), Santiago, Chile (slides)

A Gentle Introduction to Gaussian Proceses with Applications

Description: An intuitive presentation of Gaussian process (GP) regression models and presents some applied work using GPs. Slides here.

• 19 June 2018: Grupo de Aprendizaje de Máquinas en Biomedicina y Salud (GAMBYS), Universidad de Chile, Santiago, Chile.
• 24 August 2018: Instituto Fundamentos de los Datos, Universidad de Chile, Santiago, Chile.
• 6 Nov 2018: Universidad de Valparaíso, Department of Statistics, Valparaíso, Chile.
• 7 Nov 2018: Universidad de Valparaíso, Department of Engineering, Valparaíso, Chile.