Efficient state-space inference of periodic latent force models

MaRDI QIDQ2934085zbMATH OpenFDO

Authors Steven Reece, S. Ghosh, Alex Rogers, Nicholas R. Jennings, Stephen J. Roberts

Publication date 8 December 2014

Full work available at URL https://arxiv.org/abs/1310.6319, http://jmlr.csail.mit.edu/papers/v15/reece14a.html

zbMATH Keywords

Kalman filterGaussian processesqueueing theorykernel principle component analysislatent force models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and prediction (62M20) Queueing theory (aspects of probability theory) (60K25) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

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