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ICML
2010
IEEE
222views Machine Learning» more  ICML 2010»
Gaussian Process Change Point Models
12 years 4 months ago
Gaussian Process Change Point Models
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We combine Bayesian online change point detection with Gaussian processes to create a nonparametric time series model which can handle change points. The model can be used to loca...
Yunus Saatci, Ryan Turner, Carl Edward Rasmussen
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