Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances.
Csaba TóthHarald OberhauserPublished in: ICML (2020)
Keyphrases
- bayesian learning
- sequential data
- gaussian processes
- model selection
- hyperparameters
- gaussian process
- hidden markov models
- relevance vector machine
- posterior distribution
- sequential patterns
- pattern mining
- cross validation
- spatio temporal
- machine learning
- closed form
- regression model
- higher order
- maximum a posteriori
- bayesian framework
- support vector
- sample size
- noise reduction
- bayesian inference
- random sampling
- maximum likelihood
- probability distribution
- image processing