Confirmatory Bayesian Online Change Point Detection in the Covariance Structure of Gaussian Processes.

Jiyeon Han Kyowoon Lee Anh Tong Jaesik Choi

Published in: IJCAI (2019)

Keyphrases

gaussian processes
gaussian process
gaussian process regression
change point detection
spatially adaptive
covariance function
relevance vector machine
normalized maximum likelihood
multi task
gaussian process models
data sets
feature selection
probability distribution
semi supervised
hyperparameters