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Non-stationary Multi-output Gaussian Process by Huy Khánh Đặng is a document available to read on EtoBox.
This document presents a novel non-stationary multi-output Gaussian process (MGP) model that addresses the challenges of dynamic characteristics and sparse correlations in multivariate data. The proposed model utilizes a dynamic spike-and-slab prior to effectively manage the transfer of information among outputs, mitigating negative transfer issues. Numerical studies and real case applications demonstrate the model
- Author
- Huy Khánh Đặng
- Language
- EN