Inference with Deep Gaussian Process State Space Models.
Yuhao LiuMarzieh AjirakPetar M. DjuricPublished in: EUSIPCO (2022)
Keyphrases
- gaussian process
- gaussian processes
- covariance function
- state space
- model selection
- bayesian framework
- variational inference
- gaussian process models
- gaussian process regression
- dynamical models
- gaussian process classification
- approximate inference
- hyperparameters
- latent variables
- expectation propagation
- random fields
- regression model
- probabilistic model
- reinforcement learning
- dynamic bayesian networks
- dynamical model
- bayesian inference
- markov chain monte carlo
- machine learning
- dynamical systems
- cross validation
- non stationary
- parameter estimation
- prior knowledge
- bayesian networks