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Optimal Nonparametric Covariance Function Estimation for Any Family of Nonstationary Random Processes.
Johan Sandberg
Maria Hansson-Sandsten
Published in:
EURASIP J. Adv. Signal Process. (2011)
Keyphrases
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non stationary
covariance function
gaussian processes
random fields
gaussian process regression
finite horizon
fractional brownian motion
dynamic programming
worst case
density estimation
gaussian markov random fields
gaussian process
training set
higher order
particle filter
instantaneous frequency