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2021

Corani, Giorgio; Benavoli, Alessio; Augusto, Joao; Zaffalon, Marco

Time series forecasting with Gaussian Processes needs priors Inproceedings

European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases ECML PKDD , 2021.

Links | BibTeX | Tags: bayesian nonparametric, Gaussian Process, Gaussian processes

2020

Schürch, Manuel; Azzimonti, Dario; Benavoli, Alessio; Zaffalon, Marco

Recursive estimation for sparse Gaussian process regression Journal Article

Automatica, 120 , pp. 109-127, 2020, ISSN: 0005-1098.

Abstract | Links | BibTeX | Tags: Gaussian processes, Kalman filter, Non-parametric regression, Parameter estimation, Recursive estimation

2016

Benavoli, Alessio ; Zaffalon, Marco

State Space representation of non-stationary Gaussian Processes Unpublished

2016.

Links | BibTeX | Tags: Gaussian processes