Introduces an adaptive Wishart prior on the GP covariance matrix using MCMC look-back window for hyperparameter inference and input diagnosis, tested on synthetic and real data.
Carl Edward Rasmussen and Christopher K
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Gaussian Process-based learning with new MCMC-based implementation of Wishart prior on correlation matrix
Introduces an adaptive Wishart prior on the GP covariance matrix using MCMC look-back window for hyperparameter inference and input diagnosis, tested on synthetic and real data.