Title:Approximate state-space Gaussian processes via spectral transformation
Author(s):Karvonen, Toni; Särkkä, SimoDate:2016-11-08Series:Proceedings of the 2016 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2016, Volume 2016-November, IEEE International Workshop on Machine Learning for Signal Processing
Title:State-space Gaussian Process for Drift Estimation in Stochastic Differential Equations
Author(s):Zhao, Zheng; Tronarp, Filip; Hostettler, Roland; Särkkä, SimoDate:2020-05Series:Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020, Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing