zgbkdlm/dissertation

Zheng Zhao's doctoral dissertation from Aalto University

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Formulates state-space methods for deep Gaussian process (DGP) regression by casting them as filtering and smoothing problems over stochastic differential equations. Includes applications to SDE system identification and spectro-temporal signal analysis. The repository provides LaTeX source, reproducible Python scripts for figure generation, and links to satellite implementations of state-space DGPs and Taylor moment expansion methods.

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Oct 10, 2022

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