Sparse Gaussian Process Modulated Hawkes Process.

Rui Zhang Christian J. Walder Marian-Andrei Rizoiu

Published in: CoRR (2019)

Keyphrases

gaussian process
gaussian processes
gaussian process regression
covariance function
sparse approximation
data mining
semi supervised
bayesian framework
sparse approximations
expectation maximization
model selection
latent variables
gaussian process classification