Nonstationary multi-output Gaussian processes via harmonizable spectral mixtures

Kernel design for Multi-output Gaussian Processes (MOGP) has received increased attention recently. In particular, the Multi-Output Spectral Mixture kernel (MOSM) arXiv:1709.01298 approach has been praised as a general model in the sense that it extends other approaches such as Linear Model of Corre...

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Veröffentlicht in:	arXiv.org 2022-02
Hauptverfasser:	Altamirano, Matías, Tobar, Felipe
Format:	Artikel
Sprache:	eng
Schlagworte:	Electroencephalography Gaussian process Kernels Spectra Stationary processes
Online-Zugang:	Volltext
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