Scalable Gaussian Processes for Characterizing Multidimensional Change Surfaces

William Herlands, Andrew Gordon Wilson, Hannes Nickisch, Seth R. Flaxman, Daniel B. Neill, Wilbert Van Panhuis, Eric P. Xing

Abstract: We present a scalable Gaussian process model for identifying and characterizing smooth multidimensional changepoints, and automatically learning changes in expressive covariance structure. We use R...