Time-series Gaussian Process Regression Based on Toeplitz Computation of O(N2) Operations and O(N)-level Storage.
Yunong ZhangWilliam E. LeitheadDouglas J. LeithPublished in: CDC/ECC (2005)
Keyphrases
- gaussian process
- gaussian processes
- regression model
- gaussian process regression
- model selection
- approximate inference
- bayesian framework
- gaussian process classification
- hyperparameters
- semi supervised
- sparse approximations
- dynamical model
- gaussian process models
- latent variables
- expectation propagation
- covariance function
- random sampling
- cross validation
- lower bound
- support vector