no code implementations • 1 Nov 2023 • Matias Altamirano, François-Xavier Briol, Jeremias Knoblauch
To enable closed form conditioning, a common assumption in Gaussian process (GP) regression is independent and identically distributed Gaussian observation noise.
1 code implementation • 9 Feb 2023 • Matias Altamirano, François-Xavier Briol, Jeremias Knoblauch
This paper proposes an online, provably robust, and scalable Bayesian approach for changepoint detection.