Detecting multiple change-points in the mean of Gaussian process by model selection.
E. LebarbierPublished in: Signal Process. (2005)
Keyphrases
- model selection
- gaussian process
- hyperparameters
- gaussian processes
- cross validation
- gaussian process models
- approximate inference
- parameter estimation
- marginal likelihood
- regression model
- sample size
- likelihood function
- bayesian learning
- bayesian framework
- machine learning
- mixture model
- bayesian methods
- selection criterion
- variational bayes
- latent variables
- lower bound
- training data
- model selection criteria
- expectation propagation
- random sampling
- bayesian inference
- feature selection