Adjoint-aided inference of Gaussian process driven differential equations

no code implementations • 9 Feb 2022 • Paterne Gahungu, Christopher W Lanyon, Mauricio A Alvarez, Engineer Bainomugisha, Michael Smith, Richard D. Wilkinson

In this paper we show how the adjoint of a linear system can be used to efficiently infer forcing functions modelled as GPs, using a truncated basis expansion of the GP kernel.

Bayesian Inference Bayesian Optimisation