2018 21st International Conference on Information Fusion (FUSION) 2018
DOI: 10.23919/icif.2018.8455284
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Sparse Structure Enabled Grid Spectral Mixture Kernel for Temporal Gaussian Process Regression

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Cited by 9 publications
(9 citation statements)
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“…In [64], a spectral mixture (SM) kernel was proposed to approximate the spectral density with a Gaussian mixture model arbitrarily well in the frequency domain and transform it back into a universal stationary kernel. In [65], [66], the authors modified the SM kernel to a linear multiple low-rank sub-kernels with a favorable optimization structure, which enables faster and more stable numerical search. In [67], [68], [69], [70], a DNN architecture was combined with the automatic relevance determination (ARD) kernel to approximate any kernel function (including both the stationary and non-stationary ones).…”
Section: B Gaussian Processesmentioning
confidence: 99%
“…In [64], a spectral mixture (SM) kernel was proposed to approximate the spectral density with a Gaussian mixture model arbitrarily well in the frequency domain and transform it back into a universal stationary kernel. In [65], [66], the authors modified the SM kernel to a linear multiple low-rank sub-kernels with a favorable optimization structure, which enables faster and more stable numerical search. In [67], [68], [69], [70], a DNN architecture was combined with the automatic relevance determination (ARD) kernel to approximate any kernel function (including both the stationary and non-stationary ones).…”
Section: B Gaussian Processesmentioning
confidence: 99%
“…Additionally, in order to eliminate human interventions, automatic kernel learning/determination has become more and more fashionable in recent years. Representative results include [26]- [28] that proposed to design an universal kernel in the frequency domain and [29] that proposed to search for a space of kernel structures built compositionally by adding and multiplying a small number of elementary kernels. The drawback of these advanced kernels lies in the increased model and training complexity.…”
Section: ) Kernel Function Tailored For Wireless Traffic Prediction:mentioning
confidence: 99%
“…Consequently, when the wireless traffic dataset is large, i.e., N is a large number, the time consumption of each 4 However, for multiple linear kernels, such as the ones proposed in [28], [30], [31], P 0 becomes a difference-of-convex problem and efficient algorithms exist for solving the hyper-parameters.…”
Section: ) Learning Objectivesmentioning
confidence: 99%
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“…Recently, [9] compared different kernels thoroughly using simulations and proved that the SE kernel works quite well in most cases. Most recent work on kernel design include [10]- [12]. GP based RSS models have been used in different Bayesian filters, which include extended Kalman filter (EKF), unscented Kalman filter (UKF) and particle filter [5].…”
Section: Introductionmentioning
confidence: 99%