Linear Multiple Low-Rank Kernel Based Stationary Gaussian Processes Regression for Time Series.
Feng YinLishuo PanTianshi ChenSergios TheodoridisZhi-Quan Tom LuoAbdelhak M. ZoubirPublished in: IEEE Trans. Signal Process. (2020)
Keyphrases
- gaussian processes
- low rank
- gaussian process
- gaussian process regression
- non stationary
- covariance function
- missing data
- semi supervised
- matrix factorization
- singular value decomposition
- linear combination
- convex optimization
- high order
- support vector
- multi task
- high dimensional data
- bayesian framework
- data sets
- regression model
- machine learning algorithms
- semi supervised learning
- kernel matrix
- collaborative filtering