Infinite-dimensional kalman filtering approach to spatio-temporal Gaussian process regression

Journal of Machine Learning Research

Volumn 22, Issue , 2012, Pages 993-1001

  Särkkä, Simo ^a   Hartikainen, Jouni ^a  

^a AALTO UNIVERSITY   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

ARTIFICIAL INTELLIGENCE; DIFFERENTIAL EQUATIONS; GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); KALMAN FILTERS; NUMERICAL METHODS; REGRESSION ANALYSIS; STOCHASTIC SYSTEMS;

COMPUTATIONAL COSTS; COVARIANCE FUNCTION; FINITE DIMENSIONAL; GAUSSIAN PROCESS REGRESSION; INFINITE DIMENSIONAL; REGRESSION PROBLEM; SMOOTHING PROBLEMS; STOCHASTIC DIFFERENTIAL EQUATIONS;

FILTRATION;

EID: 84878049984     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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