← Search

Wil Ward

2 accepted papers

2019

Non-linear process convolutions for multi-output Gaussian processes

AISTATS 2019poster

The paper introduces a non-linear version of the process convolution formalism for building covariance functions for multi-output Gaussian processes. The non-linearity is introduced via Volterra series, one series per each output. We provide closed-form expressions for the mean function and the cova…

Cited by 31SourcePDFScholar