Learning non-Gaussian Time Series using the Box-Cox Gaussian Process

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Rios, Gonzalo; Tobar, Felipe;
  • Subject: Statistics - Machine Learning | Computer Science - Learning

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model general non-Gaussian data with co... View more
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