Multitask Gaussian Processes for Multivariate Physiological Time-Series Analysis

@article{Drichen2015MultitaskGP,
  title={Multitask Gaussian Processes for Multivariate Physiological Time-Series Analysis},
  author={Robert D{\"u}richen and Marco A. F. Pimentel and Lei A. Clifton and Achim Schweikard and David A. Clifton},
  journal={IEEE Transactions on Biomedical Engineering},
  year={2015},
  volume={62},
  pages={314-322}
}
Gaussian process (GP) models are a flexible means of performing nonparametric Bayesian regression. However, GP models in healthcare are often only used to model a single univariate output time series, denoted as single-task GPs (STGP). Due to an increasing prevalence of sensors in healthcare settings, there is an urgent need for robust multivariate time-series tools. Here, we propose a method using multitask GPs (MTGPs) which can model multiple correlated multivariate physiological time series… CONTINUE READING

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