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stat.ML2018
Approximate Inference for Multiplicative Latent Force Models
Daniel J. Tait, Bruce J. Worton
Latent force models are a class of hybrid models for dynamic systems, combining simple mechanistic models with flexible Gaussian process (GP) perturbations. An extension of this fr…
stat.ML2018
Multiplicative Latent Force Models
Daniel J. Tait, Bruce J. Worton
Bayesian modelling of dynamic systems must achieve a compromise between providing a complete mechanistic specification of the process while retaining the flexibility to handle thos…