1 code implementation • 27 Sep 2019 • Roman Föll, Bernard Haasdonk, Markus Hanselmann, Holger Ulmer
In this paper we introduce several new Deep recurrent Gaussian process (DRGP) models based on the Sparse Spectrum Gaussian process (SSGP) and the improved version, called variational Sparse Spectrum Gaussian process (VSSGP).
1 code implementation • 2 Nov 2017 • Roman Föll, Bernard Haasdonk, Markus Hanselmann, Holger Ulmer
Modeling sequential data has become more and more important in practice.