Ensemble Kalman Filtering-Aided Variational Inference for Gaussian Process State-Space Models.
Zhidi LinYiyong SunFeng YinAlexandre Hoang ThieryPublished in: CoRR (2023)
Keyphrases
- variational inference
- gaussian process
- gaussian processes
- bayesian framework
- model selection
- state space
- probabilistic model
- bayesian inference
- approximate inference
- variational methods
- regression model
- latent variables
- semi supervised
- posterior distribution
- closed form
- topic models
- hyperparameters
- exponential family
- kalman filter
- latent dirichlet allocation
- mixture model
- reinforcement learning
- learning algorithm
- particle filter
- high dimensional
- support vector
- video sequences
- image processing