Closed-form Inference and Prediction in Gaussian Process State-Space Models.
Alessandro Davide IalongoMark van der WilkCarl Edward RasmussenPublished in: CoRR (2018)
Keyphrases
- closed form
- gaussian process
- variational inference
- hyperparameters
- gaussian process models
- gaussian processes
- covariance function
- state space
- model selection
- bayesian framework
- marginal likelihood
- exponential family
- bayesian inference
- variational bayes
- approximate inference
- variational methods
- gaussian process regression
- expectation propagation
- posterior distribution
- semi supervised
- regression model
- exact inference
- support vector
- human pose estimation
- prior knowledge
- probabilistic model
- latent dirichlet allocation
- cross validation
- topic models
- markov chain monte carlo
- random fields
- latent variables
- generative model
- text mining