zhidilin / gpssmproj

Output-Dependent Gaussian Process State-Space Models

This repository contains:

• Implementation of the EnVI for GPSSMs
  
• Implementation of the Efficient Multidimensional GPSSMs
  
• Implementation of the Output-Dependent GPSSMs
  
• It also includes a benchmark GPSSM reimplementation, namely PRSSM

Citation

@inproceedings{lin2023output,
  title={Output-Dependent Gaussian Process State-Space Model},
  author={Lin, Zhidi and Cheng, Lei and Yin, Feng and Xu, Lexi and Cui, Shuguang},
  booktitle={ICASSP 2023-2023 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)},
  pages={1--5},
  year={2023},
  organization={IEEE}
}

@inproceedings{lin2024towards,
  title={Towards Efficient Modeling and Inference in Multi-Dimensional Gaussian Process State-Space Models},
  author={Lin, Zhidi and Maro\~{n}as, Juan and Li, Ying and Yin, Feng and Theodoridis, Sergios},
  booktitle={ICASSP 2024-2024 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)},
  pages={12881--12885},
  year={2024},
  organization={IEEE}
}

@article{lin2023EnVI,
  title={Ensemble Kalman Filtering Meets Gaussian Process SSM for Non-Mean-Field and Online Inference},
  author={Lin, Zhidi and Sun, Yiyong and Yin, Feng and Thiery, Alexandre},
  journal={arXiv preprint arXiv:2312.05910},
  year={2023}
}