On the Use of Gradient Information in Gaussian Process Quadratures

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F16%3A43929116" target="_blank" >RIV/49777513:23520/16:43929116 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1109/MLSP.2016.7738903" target="_blank" >http://dx.doi.org/10.1109/MLSP.2016.7738903</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/MLSP.2016.7738903" target="_blank" >10.1109/MLSP.2016.7738903</a>

Result language
angličtina
Original language name
On the Use of Gradient Information in Gaussian Process Quadratures
Original language description
Gaussian process quadrature is a promising alternative Bayesian approach to numerical integration, which offers attractive advantages over its well-known classical counterparts. We show how Gaussian process quadrature can naturally incorporate gradient information about the integrand. These results are applied for the design of transformation of means and covariances of Gaussian random variables. We theoretically analyze connections between our proposed moment transform and the linearization transform based on Taylor series. Numerical experiments on common sensor network nonlinearities show that adding gradient information improves the resulting estimates.
Czech name
—
Czech description
—

Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the IEEE International Workshop on Machine Learning for Signal Processing 2016
ISBN
978-1-5090-0746-2
ISSN
2161-0363
e-ISSN
—
Number of pages
6
Pages from-to
1-6
Publisher name
IEEE
Place of publication
Salermo
Event location
Salerno, Italy
Event date
Sep 13, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000392177200095

Similar results(10)