no code implementations • 22 Apr 2015 • Simo Särkkä, Jouni Hartikainen, Lennart Svensson, Fredrik Sandblom
This article is concerned with Gaussian process quadratures, which are numerical integration methods based on Gaussian process regression methods, and sigma-point methods, which are used in advanced non-linear Kalman filtering and smoothing algorithms.
1 code implementation • 25 Jun 2012 • Jarno Vanhatalo, Jaakko Riihimäki, Jouni Hartikainen, Pasi Jylänki, Ville Tolvanen, Aki Vehtari
The prior over functions is defined implicitly by the mean and covariance function, which determine the smoothness and variability of the function.
1 code implementation • 14 Feb 2012 • Jouni Hartikainen, Simo Sarkka
Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components.