Ensemble Kalman Filtering Meets Gaussian Process SSM for Non-Mean-Field and Online Inference

1 code implementation • 10 Dec 2023 • Zhidi Lin, Yiyong Sun, Feng Yin, Alexandre Hoang Thiéry

The Gaussian process state-space models (GPSSMs) represent a versatile class of data-driven nonlinear dynamical system models.

Variational Inference