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...
: The parity space approach to fault detection and isolation (FDI) has been developed during the last twenty years, and the focus here is to describe its application to stochastic ...
We motivate and analyse a new Tree Search algorithm, based on recent advances in the use of Gaussian Processes for bandit problems. We assume that the function to maximise on the ...
Museums like marine aquariums are facing a difficult problem when trying to deliver information to their visitors. The exhibits they propose are dynamic by definition. Each may con...
Evolving Takagi Sugeno (eTS) models are optimised for use in applications with high sampling rates. This mode of use produces excellent prediction results very quickly and with lo...