An efficient implementation for spatial-temporal Gaussian process regression and its applications

DOI10.1016/J.AUTOMATICA.2022.110679zbMath1505.93269arXiv2209.12565OpenAlexW4307920525MaRDI QIDQ2103652

Junpeng Zhang, Renxin Zhong, Yue Ju, Tianshi Chen, Bi-Qiang Mu

Publication date: 9 December 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2209.12565

zbMATH Keywords

Gaussian process regressionKalman filter and smootherlarge scale spatial-temporal data

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Filtering in stochastic control theory (93E11) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)

Uses Software

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• System Identification Toolbox
• Hyperopt

Cites Work

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• On semiseparable kernels and efficient implementation for regularized system identification and function estimation
• 10.1162/15324430260185646
• Handbook of Spatial Statistics

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