Matrix-valued isotropic covariance functions with local extrema.

Alfredo Alegría Xavier Emery

Published in: J. Multivar. Anal. (2024)

Keyphrases

matrix valued
covariance function
gaussian processes
gaussian process regression
vector valued
gaussian process
scale space
dt mri
valued data
non stationary
multiscale
filter bank
diffusion tensor
covariance matrices
bayesian framework
approximate inference
multi task
reproducing kernel hilbert space