Identification of Gaussian Process State-Space Models with Particle Stochastic Approximation EM.
Roger FrigolaFredrik LindstenThomas B. SchönCarl E. RasmussenPublished in: CoRR (2013)
Keyphrases
- gaussian process
- gaussian processes
- state space
- stochastic approximation
- bayesian framework
- probabilistic model
- covariance function
- model selection
- gaussian process models
- gaussian process regression
- expectation maximization
- reinforcement learning
- latent variables
- hyperparameters
- semi supervised
- dynamic programming
- learning algorithm
- machine learning