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A conceptual and practical introduction to Hilbert Space Gaussian Process (HSGP) approximation meth…

🔊 Recorded at PyCon DE & PyData Berlin 2024, 22.04.2024 https://2024.pycon.de/program/YWUZW9/ 🎓 Watch Dr. Juan Orduz introduce the innovative Hilbert Space Gaussian Process (HSGP) approximation method, enabling scalable and precise Gaussian process applications in time series analysis and Bayesian methods. Speakers: Dr. Juan Orduz Description: Dr. Juan Orduz, a Mathematician and Data Scientist, introduces the audience to a novel technique called the Hilbert Space Gaussian Process (HSGP) approximation. This method leverages spectral analysis to efficiently approximate Gaussian processes. By utilizing this approach, practitioners can effectively handle and adjust Gaussian processes at scale for various real-world applications. Through a hands-on demonstration using Numpyro, the talk elucidates the fundamental concepts behind the HSGP approximation method. Dr. Orduz demonstrates its practical implications by showcasing its implementation in Numpyro and PyMC for two distinct applications: time-varying coefficient regression and time series forecasting. The key insight underlying this innovative approach is the use of Laplacian's spectral decomposition to approximate the spectral measures of kernels based on basis functions. A noteworthy aspect is that the basis functions in the reduced-rank approximation are independent of the hyperparameters of the covariance function, leading to significant computational efficiency gains. For further exploration, interested individuals can refer to various resources, such as research articles on reduced-rank Gaussian process regression and practical Bayesian Gaussian processes in probabilistic programming. Additionally, a tutorial example on Hilbert space approximation for Gaussian processes is available on the Numpyro website. Those seeking a visual guide can also watch the PyMCon Web Series featuring Bill Engels discussing the introduction of Hilbert Space GPs in PyMC. ⭐️ About PyCon DE & PyData Berlin: The PyCon DE & PyData conference unite the Python, AI, and data science communities, offering a unique platform for collaboration and innovation. The PyCon DE & PyData Berlin 2024 conference, hosted in partnership with the local Berlin PyData chapter, provided an exceptional experience, fostering deeper connections within the Python community while showcasing advancements in AI and data science. Attendees enjoyed a diverse and engaging program, solidifying the event as a highlight for Python and AI enthusiasts nationwide. Follow us: • LinkedIn:   / 28908640   • X: https://www.x.com/pyconde • X: https://www.x.com/pydataberlin Links: • Conference website: http://pycon.de • Related sessions: http://2024.pycon.de/program/categori... The conference is organized by • Python Softwareverband e.V.: http://pysv.org • NumFOCUS Inc.: http://numfocus.org • Pioneers Hub gemeinnützige GmbH: http://pioneershub.org If you enjoyed this session, please like, comment, and subscribe to our channel for more insightful talks and discussions. Share this video with your network to spread the knowledge! Hashtags: #Python #PyConDE #PyData #OpenSource #AI #DataScience #MachineLearning #SoftwareDevelopment #LLMs #Community Acknowledgements: Special thanks to all the volunteers and sponsors who made this event possible. About: Python Softwareverband e.V.: PySV is a non-profit that promotes the use and development of Python in Germany through events, education, and advocacy, fostering an open Python community. NumFOCUS Inc. supports open-source scientific computing by providing financial and logistical support to key projects like NumPy and Jupyter, promoting sustainable development and collaboration. Pioneers Hub gemeinnützige GmbH: is a non-profit fostering innovation in AI and tech by connecting experts and promoting knowledge exchange through events and collaborative initiatives. www.pydata.org PyData is an educational program of NumFOCUS, a 501(c)3 non-profit organization in the United States. PyData provides a forum for the international community of users and developers of data analysis tools to share ideas and learn from each other. The global PyData network promotes discussion of best practices, new approaches, and emerging technologies for data management, processing, analytics, and visualization. PyData communities approach data science using many languages, including (but not limited to) Python, Julia, and R.