Free-Form Variational Inference for Gaussian Process State-Space Models

1 code implementation • 20 Feb 2023 • Xuhui Fan, Edwin V. Bonilla, Terence J. O'Kane, Scott A. Sisson

However, inference in GPSSMs is computationally and statistically challenging due to the large number of latent variables in the model and the strong temporal dependencies between them.

Variational Inference