Spectral factorization of time-varying covariance functions.

Brian D. O. Anderson John B. Moore Sonny G. Loo

Published in: IEEE Trans. Inf. Theory (1969)

Keyphrases

covariance function
gaussian processes
gaussian process regression
gaussian process
non stationary
pairwise
decision trees
high order
low rank
similarity measure
support vector
active learning
bayesian framework
expectation propagation