Long-Range Dependence Parameter Estimation For Mixed Spectra Gaussian Processes.
Lenin Arango-CastilloGlen TakaharaPublished in: DSW (2019)
Keyphrases
- parameter estimation
- gaussian processes
- long range dependence
- fractional brownian motion
- model selection
- gaussian process
- random fields
- hyperparameters
- maximum likelihood
- network traffic
- least squares
- markov random field
- gaussian process regression
- parameter values
- em algorithm
- expectation maximization
- cross validation
- parameter estimation algorithm
- multi task
- non stationary
- long range
- intrusion detection
- fractal dimension
- approximate inference
- regression model
- structure learning
- financial markets
- co occurrence
- reinforcement learning