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verified publisher icon jamesrobertlloyd

Add a changepoint kernel

Open duvenaud opened this issue 13 years ago • 2 comments

This would let us make a lot more interesting claims in the paper - we could claim to address nonstationarity. It would also make the decomposition algorithm more interesting than simply distributing terms.

duvenaud avatar Feb 02 '13 19:02 duvenaud

Implemented but not numerically stable

duvenaud avatar Feb 13 '13 17:02 duvenaud

Any ideas why - or is it worth others testing?

jamesrobertlloyd avatar Feb 26 '13 10:02 jamesrobertlloyd