no code implementations • 13 Oct 2019 • Rui Meng, Herbert Lee, Soper Braden, Priyadip Ray
An issue faced by SGP, especially in latent variable models, is the inefficient learning of the inducing inputs, which leads to poor model prediction.
no code implementations • 13 Oct 2019 • Rui Meng, Soper Braden, Jan Nygard, Mari Nygrad, Herbert Lee
In this paper, we propose a piece-wise stationary transition matrix to explain the heterogeneity in time.
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.