Efficient Transformed Gaussian Process State-Space Models for Non-Stationary High-Dimensional Dynamical Systems
arXiv:2503.18309v4 Announce Type: replace-cross Abstract: Gaussian process state-space models (GPSSMs) offer a principled framework for learning and inference in nonlinear dynamical systems with uncertainty quantification. However, existing GPSSMs are limited by the use of multiple independent stationary Gaussian processes (GPs),…
