Nonstationary Multivariate Gaussian Processes for Electronic Health Records

no code implementations • 13 Oct 2019 • Rui Meng, Braden Soper, Herbert Lee, Vincent X. Liu, John D. Greene, Priyadip Ray

We propose multivariate nonstationary Gaussian processes for jointly modeling multiple clinical variables, where the key parameters, length-scales, standard deviations and the correlations between the observed output, are all time dependent.

Gaussian Processes