Skewed Laplace Spectral Mixture kernels for long-term forecasting in Gaussian process.
Kai ChenTwan van LaarhovenElena MarchioriPublished in: CoRR (2020)
Keyphrases
- gaussian process
- short term
- long term
- expectation propagation
- gaussian process classification
- gaussian processes
- bayesian nonparametric
- covariance function
- reproducing kernel hilbert space
- regression model
- approximate inference
- gaussian process regression
- model selection
- dirichlet process
- bayesian framework
- hyperparameters
- mixture model
- latent variables
- gaussian process models
- semi supervised
- kernel function
- gaussian mixture model
- bayesian methods
- support vector
- multiple kernel learning
- density estimation
- cross validation
- multi task learning
- probabilistic model
- expectation maximization
- generative model
- bayesian inference
- noise reduction
- kernel methods