26 citations · 45 across the 9 of their papers we have counts for
4 papers · 1 filter
Variational State and Parameter Estimation
Jarrad Courts, Johannes Hendriks, Adrian Wills +2
This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tract…
Deep kernel learning for integral measurements
Carl Jidling, Johannes Hendriks, Thomas B. Schön +1
Deep kernel learning refers to a Gaussian process that incorporates neural networks to improve the modelling of complex functions. We present a method that makes this approach feas…
Evaluating the squared-exponential covariance function in Gaussian processes with integral observations
J. N. Hendriks, C. Jidling, A. Wills +1
This paper deals with the evaluation of double line integrals of the squared exponential covariance function. We propose a new approach in which the double integral is reduced to a…
Stochastic quasi-Newton with adaptive step lengths for large-scale problems
Adrian Wills, Thomas Schön
We provide a numerically robust and fast method capable of exploiting the local geometry when solving large-scale stochastic optimisation problems. Our key innovation is an auxilia…