State-Space Inference in Gaussian Process Regression Models

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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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