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Add a changepoint kernel #17

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duvenaud opened this issue Feb 2, 2013 · 2 comments
Open

Add a changepoint kernel #17

duvenaud opened this issue Feb 2, 2013 · 2 comments
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enhancement

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@duvenaud
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duvenaud commented Feb 2, 2013

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
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Implemented but not numerically stable

@jamesrobertlloyd
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Any ideas why - or is it worth others testing?

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@jamesrobertlloyd @duvenaud