Gaussian Process State-Space Models with Time-Varying Parameters and Inducing Points.
Yuhao LiuPetar M. DjuricPublished in: EUSIPCO (2020)
Keyphrases
- gaussian process
- gaussian processes
- state space
- hyperparameters
- bayesian framework
- covariance function
- model selection
- dynamical models
- gaussian process models
- dynamical model
- gaussian process regression
- regression model
- gaussian process classification
- conditional distribution
- state variables
- parameter estimation
- cross validation
- bayesian inference
- approximate inference
- semi supervised
- probabilistic model
- expectation propagation
- search space
- graph cuts
- expectation maximization
- graphical models
- bayesian methods
- prior knowledge
- support vector
- decision trees
- learning algorithm