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Exact simulation of noncircular or improper complex-valued stationary Gaussian processes using circulant embedding.
Adam M. Sykulski
Donald B. Percival
Published in:
MLSP (2016)
Keyphrases
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gaussian processes
complex valued
real valued
gaussian process
gaussian process regression
recurrent neural networks
multi valued
activation function
linear equations
hyperparameters
non stationary
cross validation
multi task
decision trees
latent variables
collaborative filtering
probabilistic model