Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes.
Dawid SzarekKatarzyna Maraj-ZygmatGrzegorz SikoraDiego KrapfAgnieszka WylomanskaPublished in: Comput. Stat. Data Anal. (2022)
Keyphrases
- gaussian processes
- statistical tests
- anomaly detection
- gaussian process
- statistically significant
- gaussian process regression
- test statistic
- hypothesis testing
- statistical analysis
- sample size
- hypothesis test
- covariance function
- null hypothesis
- statistical methods
- similarity measure
- hyperparameters
- machine learning
- gaussian process models
- multi task
- bayesian framework
- correlation coefficient
- lower bound