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Mixtures of Gaussian Processes Volker Tresp Siemens AG, Corporate Technology, Department of Neural Computation Otto-Hahn-Ring 6,81730 Miinchen, Germany Volker. Tresp@mchp.siemens.de Abstract We introduce the mixture of Gaussian processes (MGP) model which is useful for applications in which the optimal bandwidth of a map is input dependent. The MGP is derived from the mixture of experts model and can also be used for modeling general conditional probability densities. We discuss how Gaussian processes -in particular in form of Gaussian process classification, the support vector machine and the MGP model- can be used for quantifying the dependencies in graphical models. 1 Introduction Gaussian processes are typically used for regression where it is assumed that the underly- ing function is generated by one infinite-dimensional Gaussian distribution (i.e. we assume a Gaussian prior distribution). In Gaussian process regression (GPR) we further assume that output data are generated by additive Gaussian noise, i.e. we assume a Gaussian like- lihood model. GPR can be generalized by using likelihood models from the exponential family of distributions which is useful for classification and the prediction of lifetimes or counts. The support vector machine (SVM) is a variant in which the likelihood model is not derived from the exponential family of distributions but rather uses functions with a discontinuous first derivative. In this paper we introduce another generalization of GPR in form of the mixture of Gaussian processes (MGP) model which is a variant of the well known mixture of experts (ME) model of Jacobs et al. (1991). The MGP model allows Gaussian processes to