516 citations · 537 across the 6 of their papers we have counts for
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stat.ML2018★ 7 cited
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…
stat.ML2018★ 9 cited
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.…