Kernel selection in linear system identification Part I: A Gaussian process perspective.
Gianluigi PillonettoGiuseppe De NicolaoPublished in: CDC/ECC (2011)
Keyphrases
- gaussian process
- gaussian processes
- gaussian process regression
- reproducing kernel hilbert space
- covariance function
- approximate inference
- regression model
- sparse approximation
- kernel logistic regression
- gaussian process classification
- model selection
- bayesian framework
- hyperparameters
- semi supervised
- closed form
- gaussian process models
- latent variables
- expectation propagation
- support vector
- machine learning
- kernel methods
- marginal likelihood
- cross validation
- higher order
- lower bound
- sparse approximations
- bayesian networks
- similarity measure