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cs.LG2024
A Gaussian Process-based Streaming Algorithm for Prediction of Time Series With Regimes and Outliers
Daniel Waxman, Petar M. Djurić
Online prediction of time series under regime switching is a widely studied problem in the literature, with many celebrated approaches. Using the non-parametric flexibility of Gaus…
cs.LG2024
Dynamic Online Ensembles of Basis Expansions
Daniel Waxman, Petar M. Djurić
Practical Bayesian learning often requires (1) online inference, (2) dynamic models, and (3) ensembling over multiple different models. Recent advances have shown how to use random…