Online Bayesian inference and learning of Gaussian-process state-space models.
Karl BerntorpPublished in: Autom. (2021)
Keyphrases
- bayesian inference
- gaussian process
- hyperparameters
- variational inference
- probabilistic model
- hidden variables
- gaussian processes
- state space
- expectation propagation
- prior knowledge
- reinforcement learning
- bayesian methods
- model selection
- prior information
- learning process
- covariance function
- regression model
- topic models
- particle filter
- incremental learning
- higher order
- posterior distribution
- cross validation
- bayesian model
- bayesian framework
- learning tasks
- machine learning
- graphical models
- dynamic programming
- active learning
- learning algorithm