no code implementations • 10 Oct 2018 • Mauricio A. Álvarez, Wil O. C. Ward, Cristian Guarnizo
We provide closed-form expressions for the mean function and the covariance function of the approximated Gaussian process at the output of the Volterra series.
1 code implementation • 18 May 2018 • Cristian Guarnizo, Mauricio A. Álvarez
A latent force model is a Gaussian process with a covariance function inspired by a differential operator.
1 code implementation • 22 Mar 2015 • Cristian Guarnizo, Mauricio A. Álvarez
We propose in this paper, the use of an Indian Buffet process as a way to perform model selection over the number of latent Gaussian processes.