Towards Efficient Modeling and Inference in Multi-Dimensional Gaussian Process State-Space Models.
Zhidi LinJuan MaroñasYing LiFeng YinSergios TheodoridisPublished in: CoRR (2023)
Keyphrases
- gaussian process
- multi dimensional
- gaussian processes
- dynamical models
- covariance function
- gaussian process models
- state space
- bayesian framework
- dynamical systems
- gaussian process regression
- model selection
- variational inference
- dynamic bayesian networks
- latent variables
- dynamical model
- expectation propagation
- hyperparameters
- reinforcement learning
- prior knowledge
- approximate inference
- regression model
- parameter estimation
- semi supervised
- search space