Efficient state-space inference of periodic latent force models

zbMATH Open1319.62077arXiv1310.6319MaRDI QIDQ2934085FDOQ2934085

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

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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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