Output-Dependent Gaussian Process State-Space Model.

Zhidi Lin Lei Cheng Feng Yin Lexi Xu Shuguang Cui

Published in: CoRR (2022)

Keyphrases

gaussian process
state space model
dynamical model
gaussian processes
regression model
latent variables
hyperparameters
state estimation
model selection
bayesian framework
kalman filter
semi supervised
autoregressive
cross validation
prior knowledge
latent space
subject specific
active learning