Gaussian processes with skewed Laplace spectral mixture kernels for long-term forecasting

DOI10.1007/s10994-021-06031-5OpenAlexW3177965124MaRDI QIDQ2071359

Kai Chen, Twan van Laarhoven, Elena Marchiori

Publication date: 28 January 2022

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.03974

zbMATH Keywords

long-range forecastingempirical spectral densitieskernels for Gaussian processesskewed Laplace distribution

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• GPML

Cites Work

• Long-range dependence and sea level forecasting
• Goodness-of-fit tests for multivariate Laplace distributions
• Interpolation of spatial data. Some theory for kriging
• A multivariate and asymmetric generalization of Laplace distribution
• A Laplace mixture model for identification of differential expression in microarray experiments
• On the Parameter Estimation of the Asymmetric Multivariate Laplace Distribution
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item