We introduce a class of nonstationary covariance functions for Gaussian process (GP) regression. Nonstationary covariance functions allow the model to adapt to functions whose smo...
Stationarity is often an unrealistic prior assumption for Gaussian process regression. One solution is to predefine an explicit nonstationary covariance function, but such covaria...
— Three-dimensional digital terrain models are of fundamental importance in many areas such as the geo-sciences and outdoor robotics. Accurate modeling requires the ability to de...
In this paper, the problem of time series prediction is studied. A Bayesian procedure based on Gaussian process models using a nonstationary covariance function is proposed. Exper...
The GPML toolbox provides a wide range of functionality for Gaussian process (GP) inference and prediction. GPs are specified by mean and covariance functions; we offer a library ...