Browsing by Subject "Gaussian processes"
Now showing items 1-2 of 2
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Gaussian processes for state space models and change point detection
(University of CambridgeDepartment of Engineering, 2012-02-07)This thesis details several applications of Gaussian processes (GPs) for enhanced time series modeling. We first cover different approaches for using Gaussian processes in time series problems. These are extended to the ...
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Hidden states, hidden structures: Bayesian learning in time series models
(University of CambridgeDepartment of Engineering, 2014-06-10)This thesis presents methods for the inference of system state and the learning of model structure for a number of hidden-state time series models, within a Bayesian probabilistic framework. Motivating examples are taken ...