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Poster
in
Workshop: Structured Probabilistic Inference and Generative Modeling

von Mises Quasi-Processes for Bayesian Circular Regression

Yarden Cohen · Alexandre Wu Navarro · Jes Frellsen · Richard E Turner · Raziel Riemer · Ari Pakman

Keywords: [ MCMC ] [ circular regression ] [ Gaussian Processes ]


Abstract:

The need for regression models to predict circular values arises in many scientific fields. In this work we explore a family of expressive and interpretable distributions over circle-valued random functions related to Gaussian processes targeting two Euclidean dimensions conditioned on the unit circle. The resulting probability model has connections with continuous spin models in statistical physics. Moreover, its density is very simple and has maximum-entropy, unlike previous Gaussian process-based approaches, which use wrapping or radial marginalization. For posterior inference, we introduce a new Stratonovich-like augmentation that lends itself to fast Markov Chain Monte Carlo sampling. We argue that transductive learning in these models favors a Bayesian approach to the parameters. We present experiments applying this model to the prediction of (i) wind directions and (ii) the percentage of the running gait cycle as a function of joint angles.

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