Marginalizing Gaussian process hyperparameters using sequential Monte Carlo

Andreas Svensson, Johan Dahlin, Thomas B. Schön. Marginalizing Gaussian process hyperparameters using sequential Monte Carlo. In 6th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2015, Cancun, Mexico, December 13-16, 2015. pages 477-480, IEEE, 2015. [doi]

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