Detecting Changes in the Scale of Dependent Gaussian Processes: A Large Deviations Approach.

Julia Kuhn Wendy Ellens Michel Mandjes

Published in: ASMTA (2014)

Keyphrases

gaussian processes
large deviations
gaussian process
multi task learning
multi task
bayesian methods
training data
edge detection
model selection
kernel methods
bayesian framework
hyperparameters
queue length
heavy tailed