SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data.
Maud LemercierCristopher SalviThomas CassEdwin V. BonillaTheodoros DamoulasTerry J. LyonsPublished in: CoRR (2021)
Keyphrases
- gaussian processes
- sequential data
- covariance function
- relevance vector machine
- hidden markov models
- gaussian process
- gaussian process regression
- fixed length
- sequential patterns
- pattern mining
- sequence data
- sequential pattern mining
- high dimensional
- non stationary
- spatio temporal
- gaussian process models
- pattern discovery
- hyperparameters
- multi task
- variable length
- computational complexity
- maximum likelihood
- knowledge discovery
- active learning
- data analysis