Sailfish: A Fast Bayesian Change Point Detection Framework with Gaussian Process for Time Series.
Haizhou DuYang ZhengPublished in: ICANN (3) (2022)
Keyphrases
- gaussian process
- gaussian processes
- change point detection
- bayesian framework
- high dimensional time series
- change point
- maximum likelihood
- gaussian process regression
- machine learning
- sequential data
- singular spectrum analysis
- marginal likelihood
- latent variables
- semi supervised
- hyperparameters
- expectation propagation
- regression model
- video sequences
- image segmentation
- information retrieval