Autoregressive-Models

Bayesian autoregression to optimize temporal Matérn kernel Gaussian process hyperparameters

We present a procedure for optimizing Matérn kernel temporal Gaussian processes with respect to the kernel covariance function’s hyperparameters, based on Bayesian autoregressive filtering.

Sep 1, 2025 09:00 — 09:00 EURECOM, Antibes, France