Discovering latent covariance structures for multiple time series

A Tong, J Choi - International Conference on Machine …, 2019 - proceedings.mlr.press
Analyzing multivariate time series data is important to predict future events and changes of
complex systems in finance, manufacturing, and administrative decisions. The …

A Pattern Discovery Approach to Multivariate Time Series Forecasting

Y Cheng, C Guo, K Chen, K Zhao, B Yang, J Xie… - arXiv preprint arXiv …, 2022 - arxiv.org
Multivariate time series forecasting constitutes important functionality in cyber-physical
systems, whose prediction accuracy can be improved significantly by capturing temporal …

A fully natural gradient scheme for improving inference of the heterogeneous multioutput Gaussian process model

JJ Giraldo, MA Alvarez - IEEE Transactions on Neural …, 2021 - ieeexplore.ieee.org
A recent novel extension of multioutput Gaussian processes (GPs) handles heterogeneous
outputs, assuming that each output has its own likelihood function. It uses a vector-valued …

Variational Optimisation for Non-conjugate Likelihood Gaussian Process Models

JJ Giraldo Gutierrez - 2021 - etheses.whiterose.ac.uk
In this thesis we address the problems associated to non-conjugate likelihood Gaussian
process models, ie, probabilistic models where the likelihood function and the Gaussian …

[PDF][PDF] Uma abordagem computacional para predição de mortalidade em UTIs baseada em agrupamento de Processos Gaussianos

RG Caixeta - 2016 - ww2.inf.ufg.br
Resumo Caixeta, Rommell Guimarães. Uma Abordagem Computacional para Predição de
Mortalidade em UTIs Baseada em Agrupamento de Processos Gaussianos. Goiânia, 2016 …

[引用][C] PROBABILISTIC MODEL DISCOVERY RELATIONAL LEARNING AND SCALABLE INFERENCE

A Tong - 2021 - Ulsan National Institute of Science …