State Space Expectation Propagation: Efficient Inference Schemes for Temporal Gaussian Processes

William J. Wilkinson, Paul E. Chang, Michael Riis Andersen, Arno Solin. State Space Expectation Propagation: Efficient Inference Schemes for Temporal Gaussian Processes. In Proceedings of the 37th International Conference on Machine Learning, ICML 2020, 13-18 July 2020, Virtual Event. Volume 119 of Proceedings of Machine Learning Research, pages 10270-10281, PMLR, 2020. [doi]

Abstract

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