SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data.

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

Published 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