Gaussian Process

Gaussian Processes with Spectral Mixture Kernels to Implicitly Capture Hidden Structure from Data

This study proposed a Bayesian nonparametric framework to capture implicitly hidden structure in time-series having limited data. The proposed framework, a Gaussian process with a spectral mixture kernel, was applied to time-series process for insider-threat detection. The proposed framework addresses two current challenges when analyzing quite noisy time-series having limited data whereby the time series are visualized for noticeable structure such as periodicity, growing or decreasing trends and hard coding them into pre-specified functional forms.