Gaussian Process Imputation of Multiple Financial Series.
Taco de WolffAlejandro CuevasFelipe A. TobarPublished in: ICASSP (2020)
Keyphrases
- gaussian process
- gaussian process models
- gaussian processes
- gaussian process regression
- model selection
- gaussian process classification
- bayesian framework
- hyperparameters
- latent variables
- approximate inference
- regression model
- missing data
- sparse approximations
- cross validation
- semi supervised
- upper bound
- dynamical model
- marginal likelihood
- covariance function
- noise level
- data sets
- missing values
- image processing