2013
Alvarez, Mauricio; Luengo, David; Lawrence, Neil D
Linear Latent Force Models Using Gaussian Processes Artículo de revista
En: IEEE Trans. Pattern Anal. Mach. Intell., vol. 35, no 11, pp. 2693–2705, 2013.
Resumen | Enlaces | BibTeX | Etiquetas: Analytical models, Computational modeling, Data models, Differential equations, Force, Gaussian processes, Mathematical mode
@article{Alvarez2013,
title = {Linear Latent Force Models Using Gaussian Processes},
author = {Mauricio Alvarez and David Luengo and Neil D Lawrence},
url = {http://dblp.uni-trier.de/db/journals/pami/pami35.html#AlvarezLL13 http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=6514873},
year = {2013},
date = {2013-01-01},
journal = {IEEE Trans. Pattern Anal. Mach. Intell.},
volume = {35},
number = {11},
pages = {2693--2705},
abstract = {Purely data-driven approaches for machine learning present difficulties when data are scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the issue of how to parameterize the system. In this paper, we present a hybrid approach using Gaussian processes and differential equations to combine data-driven modeling with a physical model of the system. We show how different, physically inspired, kernel functions can be developed through sensible, simple, mechanistic assumptions about the underlying system. The versatility of our approach is illustrated with three case studies from motion capture, computational biology, and geostatistics.},
keywords = {Analytical models, Computational modeling, Data models, Differential equations, Force, Gaussian processes, Mathematical mode},
pubstate = {published},
tppubtype = {article}
}
Purely data-driven approaches for machine learning present difficulties when data are scarce relative to the complexity of the model or when the model is forced to extrapolate. On the other hand, purely mechanistic approaches need to identify and specify all the interactions in the problem at hand (which may not be feasible) and still leave the issue of how to parameterize the system. In this paper, we present a hybrid approach using Gaussian processes and differential equations to combine data-driven modeling with a physical model of the system. We show how different, physically inspired, kernel functions can be developed through sensible, simple, mechanistic assumptions about the underlying system. The versatility of our approach is illustrated with three case studies from motion capture, computational biology, and geostatistics.