Deep recurrent Gaussian process with variational Sparse Spectrum approximation

• Main Authors: Föll, Roman, Haasdonk, Bernard, Hanselmann, Markus, Ulmer, Holger
• Format: Journal Article
• Language: English
• Published: 27.09.2019
• Subjects: Computer Science - Learning; Statistics - Machine Learning

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems, so called recurrent models are frequently used. In this paper we introduce several new Deep recurrent Gaussian process (D...