State-Space Inference in Gaussian Process Regression Models

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Volume Title
Perustieteiden korkeakoulu | Bachelor's thesis
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Date
2013-09-19
Department
Major/Subject
Systeemitieteet
Mcode
F3010
Degree programme
Teknillinen fysiikka ja matematiikka TFM
Language
en
Pages
33
Series
Description
Supervisor
Ehtamo, Harri
Thesis advisor
Särkkä, Simo
Keywords
state-space model, stochastic differential equation, Gaussian process regression model, nonparametric regression, Kalman filtering and smoothing
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