SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data.

Maud Lemercier Cristopher Salvi Thomas Cass Edwin V. Bonilla Theodoros Damoulas Terry J. Lyons

Published in: ICML (2021)

Keyphrases

gaussian processes
sequential data
covariance function
relevance vector machine
hidden markov models
gaussian process
gaussian process regression

fixed length
sequence data
sequential patterns
sequential pattern mining
pattern mining
pattern discovery

spatio temporal
multi task
gaussian process models
high dimensional
variable length
hyperparameters

model selection
semi supervised
image segmentation
learning algorithm
image processing
data sets