State Space GP Code Information Page

Welcome to the bitbucket repository for the state-space GP codes, which currently contain the codes to reproduce the results of the paper

• S. Sarkka and R. Piche (2014). On convergence and accuracy of state-space approximations of squared exponential covariance functions. In Proceedings of MLSP.

which can be found in PDF form here: http://becs.aalto.fi/~ssarkka/pub/ss_se_mlsp.pdf. For more information what this is all about, please see the above article and references therein. However, the key references are the following:

• S. Särkkä, A. Solin, and J. Hartikainen (2013). Spatio-Temporal Learning via Infinite-Dimensional Bayesian Filtering and Smoothing. IEEE Signal Processing Magazine, Volume 30, Issue 4, Pages 51-61. (PDF)

• J. Hartikainen and S. Särkkä (2010). Kalman Filtering and Smoothing Solutions to Temporal Gaussian Process Regression Models. In Proceedings of MLSP. (PDF)

Forum for Improvement Suggestions and Comments

Please feel free to comment the codes / provide some polite suggestions for future development here:

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