A comparative study of some EWMA schemes for simultaneous monitoring of mean and variance of a Gaussian process.
Ridwan A. SanusiAmitava MukherjeeMin XiePublished in: Comput. Ind. Eng. (2019)
Keyphrases
- gaussian process
- minimum variance
- gaussian processes
- gaussian process regression
- regression model
- bayesian framework
- approximate inference
- latent variables
- gaussian process classification
- semi supervised
- model selection
- gaussian process models
- hyperparameters
- expectation propagation
- dynamical model
- marginal likelihood
- sparse approximation
- sparse approximations
- covariance function
- upper bound
- high dimensional
- learning algorithm
- data sets