Links

Tools

Export citation

Search in Google Scholar

Latent Force Models.

Journal article published in 2009 by M. Alvarez, Mauricio A. Álvarez, David Luengo, Neil D. Lawrence ORCID
This paper is available in a repository.
This paper is available in a repository.

Full text: Download

Question mark in circle
Preprint: policy unknown
Question mark in circle
Postprint: policy unknown
Question mark in circle
Published version: policy unknown

Abstract

Purely data driven approaches for machine learning present diculties when data is scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic ap- proaches need to identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the is- sue of how to parameterize the system. In this paper, we present a hybrid approach us- ing Gaussian processes and dierential equa- tions to combine data driven modelling with a physical model of the system. We show how dierent, physically-inspired, kernel func- tions can be developed through sensible, sim- ple, mechanistic assumptions about the un- derlying system. The versatility of our ap- proach is illustrated with three case studies from computational biology, motion capture and geostatistics.