35 citations · 96 across the 4 of their papers we have counts for
4 papers
On the relation between Gaussian process quadratures and sigma-point methods
Simo Särkkä, Jouni Hartikainen, Lennart Svensson +1
This article is concerned with Gaussian process quadratures, which are numerical integration methods based on Gaussian process regression methods, and sigma-point methods, which ar…
State-Space Inference for Non-Linear Latent Force Models with Application to Satellite Orbit Prediction
Jouni Hartikainen, Mari Seppanen, Simo Sarkka
Latent force models (LFMs) are flexible models that combine mechanistic modelling principles (i.e., physical models) with non-parametric data-driven components. Several key applica…
Bayesian Modeling with Gaussian Processes using the GPstuff Toolbox
Jarno Vanhatalo, Jaakko Riihimäki, Jouni Hartikainen +3
Gaussian processes (GP) are powerful tools for probabilistic modeling purposes. They can be used to define prior distributions over latent functions in hierarchical Bayesian models…
Sequential Inference for Latent Force Models
Jouni Hartikainen, Simo Sarkka
Latent force models (LFMs) are hybrid models combining mechanistic principles with non-parametric components. In this article, we shall show how LFMs can be equivalently formulated…