Efficient state-space inference of periodic latent force models
Latent force models (LFM) are principled approaches to incorporating solutions to differential equations within non-parametric inference methods. Unfortunately, the development and application of LFMs can be inhibited by their computational cost, especially when closed-form solutions for the LFM are...
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
2014-07.
|
| Subjects: | |
| Online Access: | Get fulltext Get fulltext |