Structured Variational Inference in Unstable Gaussian Process State Space Models.
Silvan MelchiorFelix BerkenkampSebastian CuriAndreas KrausePublished in: CoRR (2019)
Keyphrases
- gaussian process
- variational inference
- gaussian processes
- bayesian nonparametric
- model selection
- bayesian framework
- bayesian inference
- state space
- regression model
- probabilistic model
- approximate inference
- variational methods
- hyperparameters
- semi supervised
- topic models
- posterior distribution
- latent variables
- probabilistic graphical models
- latent dirichlet allocation
- exponential family
- closed form
- factor graphs
- mixture model
- higher order
- generative model
- machine learning
- cross validation
- parameter estimation
- noise level
- exact inference
- maximum a posteriori
- dynamic programming
- reinforcement learning