Variational Gaussian process for sensor fusion

In this paper, we introduce a new Gaussian Process (GP) classification method for multisensory data. The proposed approach can deal with noisy and missing data. It is also capable of estimating the contribution of each sensor towards the classification task. We use Bayesian modeling to build a GP-based classifier which combines the information provided by all sensors and approximates the posterior distribution of the GP using variational Bayesian inference. During its training phase, the algorithm estimates each sensor's weight and then uses this information to assign a label to each new sample. In the experimental section, we evaluate the classiication performance of the proposed method on both synthetic and real data and show its applicability to different scenarios.