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Description

In this talk we review kernels for vector valued functions from the perspective of Gaussian processes. Deriving a multiple output Gaussian process from the perspective of a linear dynamical system (Kalman Filter) we introduce the Intrinsic Coregionalization Model and the Linear Model of Coregionalization. We discuss how they relate to multi-task learning with GPs and the Semi Parametric Latent Factor model. Finally we will introduce convolutional process models from the perspective of the latent force model.

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