compops/gpo-ifac2014
Particle filter-based Gaussian process optimisation for parameter inference
Implementations from a graduate course following "Pattern Recognition and Machine Learning) written by Bishop and published in 2006.
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Particle filter-based Gaussian process optimisation for parameter inference
Sequential Monte Carlo methods (particle filtering/smoothing) for a toy problem
Inference in Gaussian models with missing data using Equalisation Maximisation
Hierarchical Bayesian approaches for robust inference in ARX models