Sparse Variational Student-t Processes for Heavy-Tailed Modeling
Published in IEEE Transactions on Neural Networks and Learning Systems (TNNLS), 2026
Journal extension of the AAAI 2024 SVTP paper. Closed-form Fisher information matrix for the multivariate Student-t variational distribution via the “beta link”, enabling tractable natural-gradient optimisation at scale.
Recommended citation: Xu, J., Zeng, D. and Paisley, J. (2026). Sparse Variational Student-t Processes for Heavy-Tailed Modeling. IEEE Transactions on Neural Networks and Learning Systems, pp.1-14, doi:10.1109/TNNLS.2026.3673350.
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