Gaussian Processes for Active Data Selection, Changepoints and Sensor Selection

Gaussian Processes for Active Data Selection, Changepoints and Sensor Selection

Thu, 11/11/2010
13:00 		Stephen Roberts Mathematical Finance Internal Seminar Add to calendar DH 1st floor SR
Gaussian Processes for Active Data Selection, Changepoints and Sensor Selection
This talk highlights the role of Gaussian Process models in sequential data analysis. Issues of active data selection, global optimisation, sensor selection and prediction in the presence of changepoints are discussed.