It was truly an honour to host Prof. Dr. Mauricio A. Alvarez from the Department of Computer Science at the University of Manchester. He provided a talk on Latent Force Models. This was a hybrid meeting with people both online and in the room.
A latent force model is a Gaussian process with a covariance function inspired by a differential operator. Such a covariance function is obtained by performing convolution integrals between Green's functions associated with the differential operators and covariance functions associated with latent functions. Latent force models have been used in several fields for grey box modelling and Bayesian inversion. In this talk, I will introduce latent force models and several recent works in my group where we have extended this framework to non-linear problems.
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