Adaptive Gaussian Process Change Point Detection.
Edoardo CaldarelliPhilippe WenkStefan BauerAndreas KrausePublished in: ICML (2022)
Keyphrases
- gaussian process
- change point detection
- gaussian processes
- model selection
- regression model
- gaussian process regression
- hyperparameters
- semi supervised
- bayesian framework
- latent variables
- sequential data
- non stationary
- outlier detection
- normalized maximum likelihood
- prior knowledge
- spatially adaptive
- gaussian process models
- closed form
- data mining
- maximum likelihood
- hidden markov models
- active learning
- pairwise