Variational Gaussian Process State-Space Models.
21:45
Microsoft
Variational Gaussian Process State-Space Models.
State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse Gaussian processes. The result of learning is a tractable posterior over nonlinear dynamical systems. In ...
Mar 9, 2015
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