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Gaussian Process State-Space Models with Time-Varying Parameters and Inducing Points

We propose time-varying Gaussian process state-space models (TVGPSSM) whose hyper-parameters vary with time. The models have the ability to estimate time-varying functions and thereby increase flexibility to extract information from observed data. The proposed inference approach makes use of time-va...

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Библиографические подробности
Опубликовано в: :Proc Eur Signal Process Conf EUSIPCO
Главные авторы: Liu, Yuhao, Djurić, Petar M.
Формат: Artigo
Язык:Inglês
Опубликовано: 2020
Предметы:
Online-ссылка:https://ncbi.nlm.nih.gov/pmc/articles/PMC7890411/
https://ncbi.nlm.nih.gov/pubmed/33614428
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.23919/Eusipco47968.2020.9287481
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