Stationarity is often an unrealistic prior assumption for Gaussian process regression. One solution is to predefine an explicit nonstationary covariance function, but such covaria...
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...
Abstract— This paper considers the basis vector selection issue invloved in forward selection algorithms to sparse Gaussian Process Regression (GPR). Firstly, we re-examine a pre...
This paper presents a novel Gaussian process (GP) approach to regression with inputdependent noise rates. We follow Goldberg et al.'s approach and model the noise variance us...
Kristian Kersting, Christian Plagemann, Patrick Pf...
Gaussian Process prior models, as used in Bayesian non-parametric statistical models methodology are applied to implement a nonlinear adaptive control law. The expected value of a...