Browsing by Author "Rasmussen, Carl Edward"

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  • Gaussian processes for state space models and change point detection 

    Turner, Ryan Darby (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 ...