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

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zbMATH Keywords

kernel methodsnonparametric inferencestate estimationmodel learning

Mathematics Subject Classification ID

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

Cites Work

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• Theory of Reproducing Kernels
• Sparse on-line Gaussian processes
• A Hilbert Space Embedding for Distributions
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• On the Nyström method for approximating a gram matrix for improved kernel-based learning
• Towards a new evolutionary computation. Advances on estimation of distribution algorithms.
• A spectral algorithm for learning hidden Markov models
• Learning Nonlinear Generative Models of Time Series With a Kalman Filter in RKHS
• The kernel Kalman rule. Efficient nonparametric inference by recursive least-squares and subspace projections

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

Uses Software

• CMA-ES

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