Computationally Efficient Bayesian Learning of Gaussian Process State Space Models.
Andreas SvenssonArno SolinSimo SärkkäThomas B. SchönPublished in: AISTATS (2016)
Keyphrases
- bayesian learning
- model selection
- gaussian process
- gaussian processes
- state space
- hyperparameters
- parameter estimation
- marginal likelihood
- sample size
- regression model
- cross validation
- bayesian framework
- statistical models
- variational bayes
- machine learning
- probabilistic model
- expectation propagation
- posterior distribution
- closed form
- high resolution
- reinforcement learning