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- W4312731566 abstract "In this project, we consider obtaining Fourier features via more efficient sampling schemes to approximate the kernel in LFMs. A latent force model (LFM) is a Gaussian process whose covariance functions follow an Exponentiated Quadratic (EQ) form, and the solutions for the cross-covariance are expensive due to the computational complexity. To reduce the complexity of mathematical expressions, random Fourier features (RFF) are applied to approximate the EQ kernel. Usually, the random Fourier features are implemented with Monte Carlo sampling, but this project proposes replacing the Monte-Carlo method with the Quasi-Monte Carlo (QMC) method. The first-order and second-order models’ experiment results demonstrate the decrease in NLPD and NMSE, which revealed that the models with QMC approximation have better performance." @default.
- W4312731566 created "2023-01-05" @default.
- W4312731566 creator A5007178584 @default.
- W4312731566 date "2022-01-01" @default.
- W4312731566 modified "2023-09-30" @default.
- W4312731566 title "Quasi-Monte Carlo Approximations for Exponentiated Quadratic Kernel in Latent Force Models" @default.
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- W4312731566 doi "https://doi.org/10.4236/ojmsi.2022.104021" @default.
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