The kernel Kalman rule. Efficient nonparametric inference by recursive least-squares and subspace projections

DOI10.1007/S10994-019-05816-ZzbMATH Open1447.62033OpenAlexW2950429510WikidataQ127672187 ScholiaQ127672187MaRDI QIDQ2008642FDOQ2008642

Authors Gregor H. W. Gebhardt, Andras Kupcsik, Gerhard Neumann 

Publication date 26 November 2019

Published in Machine Learning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10994-019-05816-z

zbMATH Keywords

kernel methodsnonparametric inferencestate estimationmodel learning

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Learning and adaptive systems in artificial intelligence (68T05)

Recommendations

• Kernel Bayes' rule: Bayesian inference with positive definite kernels
• Filtering with state-observation examples via kernel Monte Carlo filter
• Model-based kernel sum rule: kernel Bayesian inference with probabilistic models
• The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
• Remarks on kernel Bayes' rule

Cites work

• scientific article; zbMATH DE number 1804115 (Why is no real title available?)
• scientific article; zbMATH DE number 1817585 (Why is no real title available?)
• A Hilbert Space Embedding for Distributions
• A spectral algorithm for learning hidden Markov models
• Learning Nonlinear Generative Models of Time Series With a Kalman Filter in RKHS
• On the Nyström method for approximating a gram matrix for improved kernel-based learning
• Sparse on-line Gaussian processes
• The kernel Kalman rule. Efficient nonparametric inference by recursive least-squares and subspace projections
• Theory of Reproducing Kernels
• Towards a new evolutionary computation. Advances on estimation of distribution algorithms.

Cited in

(5)

• Kernel Bayes' rule: Bayesian inference with positive definite kernels
• The kernel Kalman rule. Efficient nonparametric inference by recursive least-squares and subspace projections
• Remarks on kernel Bayes' rule
• Model-based kernel sum rule: kernel Bayesian inference with probabilistic models
• Filtering with state-observation examples via kernel Monte Carlo filter

Describes a project that uses

Uses Software

• CMA-ES

This page was built for publication: The kernel Kalman rule. Efficient nonparametric inference by recursive least-squares and subspace projections

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2008642)