ArticleBiometrical journal. Biometrische Zeitschrift2024
Domain Selection for Gaussian Process Data: An Application to Electrocardiogram Signals.
Article in Biometrical journal. Biometrische Zeitschrift, 2024. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.
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Abstract
Gaussian processes and the Kullback-Leibler divergence have been deeply studied in statistics and machine learning. This paper marries these two concepts and introduce the local Kullback-Leibler divergence to learn about intervals where two Gaussian processes differ the most. We address subtleties entailed in the estimation of local divergences and the corresponding interval of local maximum divergence as well. The estimation performance and the numerical efficiency of the proposed method are showcased via a Monte Carlo simulation study. In a medical research context, we assess the potential of the devised tools in the analysis of electrocardiogram signals.
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