From: Sparse multi-output Gaussian processes for online medical time series prediction
Notation | Size | Description |
---|---|---|
vq | Q | Squared exponential part of qth basis kernel |
μq | Q | Periodicity of qth basis kernel |
aq,(d,r) | \(\sum _{q=1}^{Q} D \times R_{q}\) | Weights of (d,d′) for qth basis kernel |
λq, | D | Intra-covariate weights of the dth covariate for qth basis kernel |