7 citations · 8 across the 3 of their papers we have counts for
3 papers · 1 filter
Overcoming Mean-Field Approximations in Recurrent Gaussian Process Models
Alessandro Davide Ialongo, Mark van der Wilk, James Hensman +1
We identify a new variational inference scheme for dynamical systems whose transition function is modelled by a Gaussian process. Inference in this setting has either employed comp…
Non-Factorised Variational Inference in Dynamical Systems
Alessandro Davide Ialongo, Mark van der Wilk, James Hensman +1
We focus on variational inference in dynamical systems where the discrete time transition function (or evolution rule) is modelled by a Gaussian process. The dominant approach so f…
Closed-form Inference and Prediction in Gaussian Process State-Space Models
Alessandro Davide Ialongo, Mark van der Wilk, Carl Edward Rasmussen
We examine an analytic variational inference scheme for the Gaussian Process State Space Model (GPSSM) - a probabilistic model for system identification and time-series modelling.…