Title
Global And Local Gaussian Process For Multioutput And Treed Data
Abstract
We propose a novel Multi-Level Multiple Output Gaussian Process framework for dealing with multivariate and treed data. We define a two-layer hierarchical tree with parent nodes on the upper layer and children nodes on the lower layer in order to represent the interaction between the multiple outputs. Then we compute the Multiple Output Gaussian Process (MGP) covariance matrix as a linear combination of a global multiple output covariance matrix (using the total number of outputs) and a set of local matrices (only using the outputs belonging to each parent node). With this construction of the covariance matrix and the tree we are capable to do interpolation using the MGP framework. To improve the results, we also test different ways of computing the Intrinsic Model of Coregionalization covariance matrix that uses the input space. Results over synthetic data, Motion Capture data and Wireless data shows that the proposed methodology makes a better representation of treed multiple output data.
Year
DOI
Venue
2015
10.1007/978-3-319-23231-7_15
IMAGE ANALYSIS AND PROCESSING - ICIAP 2015, PT I
Field
DocType
Volume
Kriging,Covariance function,Estimation of covariance matrices,Pattern recognition,Computer science,Matrix (mathematics),Interpolation,Synthetic data,Artificial intelligence,Gaussian process,Covariance matrix
Conference
9279
ISSN
Citations 
PageRank 
0302-9743
0
0.34
References 
Authors
7
3
Name
Order
Citations
PageRank
Jhouben J. Cuesta100.34
Mauricio A. Álvarez216523.80
Álvaro Á. Orozco31612.88