BriefGPT.xyz
Jun, 2019
在循环高斯过程模型中克服均场近似
Overcoming Mean-Field Approximations in Recurrent Gaussian Process Models
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Alessandro Davide Ialongo, Mark van der Wilk, James Hensman, Carl Edward Rasmussen
TL;DR
本文介绍了一种新的变分推理方案，用于建模高斯过程的动态系统的转换函数。该方法可以消除潜在系统状态和转移函数之间的因式分解并更准确地预测转移函数。
Abstract
We identify a new
variational inference
scheme for
dynamical systems
whose
transition function
is modelled by a
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