Gaussian Process kernels for popular state-space time series models.
Alexander GrigorievskiyJuha KarhunenPublished in: IJCNN (2016)
Keyphrases
- gaussian process
- gaussian processes
- covariance function
- state space
- gaussian process regression
- model selection
- bayesian framework
- gaussian process classification
- non stationary
- semi supervised
- data sets
- gaussian process models
- hyperparameters
- prior knowledge
- dynamical models
- regression model
- probabilistic model
- autoregressive
- search space
- dynamical model
- image segmentation
- clustering algorithm