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» Warped Gaussian Processes
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47
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ICASSP
2011
IEEE
14 years 1 months ago
MAP-based estimation of the parameters of non-stationary Gaussian processes from noisy observations
The paper proposes a modification of the standard maximum a posteriori (MAP) method for the estimation of the parameters of a Gaussian process for cases where the process is supe...
Alexander Krueger, Reinhold Haeb-Umbach
ESANN
2006
14 years 11 months ago
Stochastic Processes for Canonical Correlation Analysis
We consider two stochastic process methods for performing canonical correlation analysis (CCA). The first uses a Gaussian Process formulation of regression in which we use the cur...
Colin Fyfe, Gayle Leen
76
Voted
SAC
2011
ACM
14 years 4 months ago
Non parametric estimation of the structural expectation of a stochastic increasing function
This article introduces a non parametric warping model for functional data. When the outcome of an experiment is a sample of curves, data can be seen as realizations of a stochast...
J.-F. Dupuy, J.-M. Loubes, E. Maza
ICML
2009
IEEE
15 years 10 months ago
Tractable nonparametric Bayesian inference in Poisson processes with Gaussian process intensities
The inhomogeneous Poisson process is a point process that has varying intensity across its domain (usually time or space). For nonparametric Bayesian modeling, the Gaussian proces...
Ryan Prescott Adams, Iain Murray, David J. C. MacK...
ICML
2008
IEEE
15 years 10 months ago
Fast Gaussian process methods for point process intensity estimation
Point processes are difficult to analyze because they provide only a sparse and noisy observation of the intensity function driving the process. Gaussian Processes offer an attrac...
John P. Cunningham, Krishna V. Shenoy, Maneesh Sah...