Parallel square-root statistical linear regression for inference in nonlinear state space models.
Fatemeh YaghoobiAdrien CorenflosSakira HassanSimo SärkkäPublished in: CoRR (2022)
Keyphrases
- linear regression
- nonlinear regression
- square root
- least squares
- state space
- regression methods
- statistical models
- locally weighted
- multivariate regression
- kernel density estimators
- kalman filtering
- regression model
- probabilistic model
- dynamic programming
- metric space
- arrival rate
- regression method
- dynamical systems
- particle filter
- bayesian networks