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cs.LG2025★ 1 cited
The Jacobian and Hessian of the Kullback-Leibler Divergence between Multivariate Gaussian Distributions (Technical Report)
Juan Maroñas
This document shows how to obtain the Jacobian and Hessian matrices of the Kullback-Leibler divergence between two multivariate Gaussian distributions, using the first and second-o…
stat.ML2025
Efficient Transformed Gaussian Process State-Space Models for Non-Stationary High-Dimensional Dynamical Systems
Zhidi Lin, Ying Li, Feng Yin +2
Gaussian process state-space models (GPSSMs) offer a principled framework for learning and inference in nonlinear dynamical systems with uncertainty quantification. However, existi…