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Volumn , Issue , 2010, Pages 927-934

Gaussian process change point models

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN; CHANGE POINT DETECTION; CHANGE-POINTS; COMPUTATIONAL BURDEN; GAUSSIAN PROCESSES; NON-PARAMETRIC; REAL WORLD DATA; TEMPORAL CORRELATIONS; TIME SERIES MODELS;

EID: 77956553642     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (162)

References (16)
  • 7
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    • An empirical approximation to the null unbounded steady-state distribution of the cumulative sum statistic
    • November
    • Grigg, O. A. and Spiegelhalter, D. J. An empirical approximation to the null unbounded steady-state distribution of the cumulative sum statistic. Technometrics, 4:501-511, November 2008.
    • (2008) Technometrics , vol.4 , pp. 501-511
    • Grigg, O.A.1    Spiegelhalter, D.J.2
  • 8
    • 84889746890 scopus 로고    scopus 로고
    • The formula that felled Wall Street
    • April 24
    • Jones, S. The formula that felled Wall Street. In Financial Times. April 24 2009.
    • (2009) Financial Times
    • Jones, S.1
  • 9
    • 28044451336 scopus 로고    scopus 로고
    • On default correlation: A copula function approach
    • The RiskMetrics Group, 44 Wall St. New York, NY 10005, April
    • Li, D. X. On default correlation: A copula function approach. Working paper 99-07, The RiskMetrics Group, 44 Wall St. New York, NY 10005, April 2000.
    • (2000) Working Paper 99-07
    • Li, D.X.1
  • 10
    • 0142162204 scopus 로고    scopus 로고
    • Gaussian process priors with ARMA noise models
    • Maynooth, Ireland
    • Murray-Smith, R. and Girard, A. Gaussian process priors with ARMA noise models. In Irish Signals and Systems Conference, pp. 147-152, Maynooth, Ireland, 2001.
    • (2001) Irish Signals and Systems Conference , pp. 147-152
    • Murray-Smith, R.1    Girard, A.2
  • 11
    • 0003834631 scopus 로고
    • Bayesian training of backpropagation networks by the hybrid Monte Carlo method
    • University of Toronto, Connectionist Research Group, ON, Canada, April
    • Neal, R. M. Bayesian training of backpropagation networks by the hybrid Monte Carlo method. Working paper CRG-TR-92-1, University of Toronto, Connectionist Research Group, ON, Canada, April 1992.
    • (1992) Working Paper CRG-TR-92-1
    • Neal, R.M.1
  • 12
    • 17644428305 scopus 로고    scopus 로고
    • Propagation of uncertainty in Bayesian kernel models-application to multiple-step ahead forecasting
    • Hong Kong, April
    • Quiñonero-Candela, J., Girard, A., Larsen, J., and Ras-mussen, C. E. Propagation of uncertainty in Bayesian kernel models-application to multiple-step ahead forecasting. In ICASSP 2003, volume 2, pp. 701-704, Hong Kong, April 2003.
    • (2003) ICASSP 2003 , vol.2 , pp. 701-704
    • Quiñonero-Candela, J.1    Girard, A.2    Larsen, J.3    Ras-Mussen, C.E.4
  • 13
    • 84899013778 scopus 로고    scopus 로고
    • Bayesian Monte Carlo
    • Vancouver, BC, Canada
    • Rasmussen, C. E. and Ghahramani, Z. Bayesian Monte Carlo. In NIPS 15, Vancouver, BC, Canada, 2002.
    • (2002) NIPS 15
    • Rasmussen, C.E.1    Ghahramani, Z.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.