The criterion of hypothesis testing on the covariance function of a Gaussian stochastic process.
Yuriy KozachenkoMykola P. SergiienkoPublished in: Monte Carlo Methods Appl. (2014)
Keyphrases
- hypothesis testing
- stochastic process
- covariance function
- stochastic processes
- gaussian processes
- gaussian process regression
- markov chain
- statistical tests
- gaussian process
- stochastic model
- confidence intervals
- non stationary
- feature selection
- random fields
- statistically significant
- maximum likelihood
- machine learning
- diffusion process
- reinforcement learning
- regression model
- model selection
- pairwise