Manifold-constrained Gaussian process inference for time-varying parameters in dynamic systems.
Yan SunShihao YangPublished in: Stat. Comput. (2023)
Keyphrases
- dynamic systems
- gaussian process
- hyperparameters
- bayesian inference
- gaussian processes
- expectation propagation
- state variables
- covariance function
- variational bayes
- complex systems
- gaussian process regression
- model selection
- bayesian framework
- parameter space
- approximate inference
- cross validation
- consistency based diagnosis
- dynamical systems
- particle filter
- regression model
- gaussian process models
- semi supervised
- sample size
- prior information
- incremental learning
- maximum likelihood
- closed form
- latent variables
- parameter settings
- expectation maximization
- random sampling
- model based diagnosis
- maximum a posteriori
- latent space
- support vector
- bayesian networks
- parameter values
- data points
- probability distribution
- bayesian methods
- dynamic bayesian networks
- noise level
- high dimensional
- generative model
- image segmentation
- parameter estimation
- learning algorithm