1 code implementation • 20 Nov 2015 • César Lincoln C. Mattos, Zhenwen Dai, Andreas Damianou, Jeremy Forth, Guilherme A. Barreto, Neil D. Lawrence
We define Recurrent Gaussian Processes (RGP) models, a general family of Bayesian nonparametric models with recurrent GP priors which are able to learn dynamical patterns from sequential data.