Asymptotics of Maximum Likelihood Parameter Estimates For Gaussian Processes: The Ornstein-Uhlenbeck Prior.
Toni KarvonenFilip TronarpSimo SärkkäPublished in: MLSP (2019)
Keyphrases
- maximum likelihood
- gaussian processes
- parameter estimates
- hyperparameters
- maximum a posteriori
- gaussian process
- parameter estimation
- em algorithm
- heavy traffic
- bayesian framework
- prior knowledge
- posterior distribution
- expectation maximization
- prior model
- markov chain
- prior information
- multi task
- gaussian distribution
- gaussian mixture model
- image reconstruction
- edge detection