Prediction of non-stationary response functions using a Bayesian composite Gaussian process.
Casey B. DavisChristopher M. HansThomas J. SantnerPublished in: Comput. Stat. Data Anal. (2021)
Keyphrases
- non stationary
- gaussian process
- gaussian processes
- gaussian process models
- covariance function
- financial time series
- marginal likelihood
- hyperparameters
- regression model
- expectation propagation
- gaussian process regression
- fully bayesian
- bayesian inference
- latent variables
- model selection
- approximate inference
- bayesian framework
- posterior distribution
- autoregressive
- semi supervised
- empirical mode decomposition
- bayesian methods
- human pose estimation
- machine learning
- signal processing
- prior information
- generative model
- probabilistic model
- bayesian networks
- image sequences