Spectral Mixture Kernels for Multi-Output Gaussian Processes

@inproceedings{Parra2017SpectralMK,
  title={Spectral Mixture Kernels for Multi-Output Gaussian Processes},
  author={Gabriel Parra and Felipe Tobar},
  booktitle={NIPS},
  year={2017}
}
Early approaches to multiple-output Gaussian processes (MOGPs) relied on linear combinations of independent, latent, single-output Gaussian processes (GPs). This resulted in cross-covariance functions with limited parametric interpretation, thus conflicting with the ability of single-output GPs to understand lengthscales, frequencies and magnitudes to name… CONTINUE READING

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