Recursive prediction algorithm for non-stationary Gaussian Process.
Yulai ZhangGuiming LuoPublished in: J. Syst. Softw. (2017)
Keyphrases
- non stationary
- prediction algorithm
- gaussian process
- covariance function
- gaussian processes
- model selection
- regression model
- bayesian framework
- gaussian process regression
- latent variables
- hyperparameters
- semi supervised
- cross validation
- autoregressive
- long run
- empirical mode decomposition
- reinforcement learning
- bayesian inference
- maximum likelihood
- active learning
- prior knowledge
- video sequences