Spatiotemporal Learning via Infinite-Dimensional Bayesian Filtering and Smoothing: A Look at Gaussian Process Regression Through Kalman Filtering

Simo Särkkä, Arno Solin, Jouni Hartikainen. Spatiotemporal Learning via Infinite-Dimensional Bayesian Filtering and Smoothing: A Look at Gaussian Process Regression Through Kalman Filtering. IEEE Signal Process. Mag., 30(4):51-61, 2013. [doi]

Abstract

Abstract is missing.