Diagnostics-Driven Nonstationary Emulators Using Kernel Mixtures.
Victoria VolodinaDaniel WilliamsonPublished in: SIAM/ASA J. Uncertain. Quantification (2020)
Keyphrases
- non stationary
- blind source separation
- adaptive algorithms
- virtual machine
- kernel methods
- autoregressive
- support vector
- concept drift
- empirical mode decomposition
- random fields
- gaussian processes
- mixture model
- kernel function
- stock price
- gaussian markov random fields
- expectation maximization
- feature space
- em algorithm