Multiplicative Latent Force Models

@article{Tait2018MultiplicativeLF,
  title={Multiplicative Latent Force Models},
  author={Daniel J. Tait and B. Worton},
  journal={ArXiv},
  year={2018},
  volume={abs/1811.00423}
}
  • Daniel J. Tait, B. Worton
  • Published 2018
  • Computer Science, Mathematics
  • ArXiv
  • Bayesian modelling of dynamic systems must achieve a compromise between providing a complete mechanistic specification of the process while retaining the flexibility to handle those situations in which data is sparse relative to model complexity, or a full specification is hard to motivate. Latent force models achieve this dual aim by specifying a parsimonious linear evolution equation which an additive latent Gaussian process (GP) forcing term. In this work we extend the latent force framework… CONTINUE READING
    1 Citations
    Approximate Inference for Multiplicative Latent Force Models
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