Gaussian quadratures for state space approximation of scale mixtures of squared exponential covariance functions

Arno Solin, Simo Särkkä. Gaussian quadratures for state space approximation of scale mixtures of squared exponential covariance functions. In IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2014, Reims, France, September 21-24, 2014. pages 1-6, IEEE, 2014. [doi]

Authors

Arno Solin

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Simo Särkkä

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