A Two-Layer Mixture Model of Gaussian Process Functional Regressions and Its MCMC EM Algorithm - Wu, Di; Ma, Jinwen (IEEE transaction on neural networks and learning systems, 2018)
Keywords: Algorithms; Approximation algorithms; Clustering; Clustering algorithms; Computer simulation; Curve clustering and prediction; Data models; EM algorithm; Estimating techniques; Gaussian process; Gaussian process (GP); Machine learning; Markov chains; Mixture models; mixture of Gaussian processes (MGP/mix-GP); Monte Carlo methods; Monte Carlo simulation; Parameter estimation; parameter learning; Prediction algorithms; Probabilistic models; Stochastic models; Stochastic processes; Stochasticity