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  container-title: AISTATS
  issued:
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      day: 15
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- id: AlvarezLinear2013
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- id: BolinGaussian2022
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- id: ChangFast2020
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  issued:
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  language: en
  page: '6'
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- id: CotterMCMC2013
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      month: 11
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- id: CoxFactor2019
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- id: CressieFixed2010
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- id: CressieSpaceTime2014
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- id: CsatoSparse2002
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  title: Sparse On-Line Gaussian Processes
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- id: CunninghamFast2008
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      day: 24
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- id: CurtainInfiniteDimensional1975
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- id: DowlingHidaMatern2021
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      day: 19
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      day: 27
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- id: DurrandeBanded2019
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      day: 11
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  title: >-
    Banded Matrix Operators for Gaussian Markov Models in the Automatic
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- id: EleftheriadisIdentification2017
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      day: 13
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- id: GilboaScaling2015
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    - family: Saatçi
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      month: 2
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  title: Scaling Multidimensional Inference for Structured Gaussian Processes
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- id: GoradParameter2020
  author:
    - family: Gorad
      given: Ajinkya
    - family: Zhao
      given: Zheng
    - family: Särkkä
      given: Simo
  citation-key: GoradParameter2020
  event-title: MLSP
  issued:
    - year: 2020
  language: en
  page: '6'
  title: >-
    Parameter estimation in non-linear state-space models by automatic
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- id: GrigorievskiyGaussian2016
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    - year: 2019
      month: 12
      day: 12
  author:
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      given: Alexander
    - family: Karhunen
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  container-title: 2016 International Joint Conference on Neural Networks (IJCNN)
  DOI: 10.1109/IJCNN.2016.7727628
  event-place: Vancouver, BC, Canada
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  ISSN: 2161-4407
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    - year: 2016
      month: 7
  language: en
  page: 3354-3363
  publisher: IEEE
  publisher-place: Vancouver, BC, Canada
  title: Gaussian Process kernels for popular state-space time series models
  type: paper-conference
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- id: GrigorievskiyParallelizable2017
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      day: 12
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      given: Alexander
    - family: Lawrence
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    - family: Särkkä
      given: Simo
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  issued:
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      month: 9
      day: 27
  language: en
  title: Parallelizable sparse inverse formulation Gaussian processes (SpInGP)
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- id: HartikainenKalman2010
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    - family: Särkkä
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  citation-key: HartikainenKalman2010
  container-title: 2010 IEEE International Workshop on Machine Learning for Signal Processing
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  event-place: Kittila, Finland
  event-title: 2010 IEEE International Workshop on Machine Learning for Signal Processing
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  publisher-place: Kittila, Finland
  title: >-
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- id: HartikainenSequential2011
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      day: 20
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  collection-title: UAI'11
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      month: 7
      day: 14
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  title: Sequential inference for latent force models
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- id: HartikainenStatespace2012
  accessed:
    - year: 2021
      month: 5
      day: 23
  author:
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      given: Jouni
    - family: Seppänen
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    - family: Särkkä
      given: Simo
  citation-key: HartikainenStatespace2012
  collection-title: ICML'12
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      day: 26
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    State-space inference for non-linear latent force models with application to
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- id: HeapsEnforcing2020
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      day: 15
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  citation-key: HeapsEnforcing2020
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      month: 4
      day: 20
  title: Enforcing stationarity through the prior in vector autoregressions
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- id: HensmanVariational2018
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      month: 8
      day: 30
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      given: James
    - family: Durrande
      given: Nicolas
    - family: Solin
      given: Arno
  citation-key: HensmanVariational2018
  container-title: Journal of Machine Learning Research
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  issue: '151'
  issued:
    - year: 2018
  page: 1-52
  title: Variational Fourier Features for Gaussian Processes
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  URL: http://jmlr.org/papers/v18/16-579.html
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- id: HildemanJoint2019
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      month: 2
      day: 8
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      given: Anders
    - family: Bolin
      given: David
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  citation-key: HildemanJoint2019
  container-title: arXiv:1906.00286 [stat]
  issued:
    - year: 2019
      month: 6
      day: 1
  title: >-
    Joint spatial modeling of significant wave height and wave period using the
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  URL: http://arxiv.org/abs/1906.00286

- id: HuberRecursive2014
  accessed:
    - year: 2019
      month: 9
      day: 19
  author:
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      given: Marco F.
  citation-key: HuberRecursive2014
  container-title: Pattern Recognition Letters
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  DOI: 10.1016/j.patrec.2014.03.004
  ISSN: 0167-8655
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      month: 8
      day: 1
  page: 85-91
  title: 'Recursive Gaussian process: On-line regression and learning'
  type: article-journal
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- id: HuSpatial2016
  accessed:
    - year: 2021
      month: 1
      day: 14
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      given: Xiangping
    - family: Steinsland
      given: Ingelin
  citation-key: HuSpatial2016
  container-title: WIREs Computational Statistics
  DOI: 10.1002/wics.1378
  ISSN: 1939-0068
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  issued:
    - year: 2016
  language: en
  page: 112-125
  title: Spatial modeling with system of stochastic partial differential equations
  type: article-journal
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- id: KarvonenApproximate2016
  accessed:
    - year: 2019
      month: 7
      day: 30
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      given: Toni
    - family: Särkkä
      given: Simo
  citation-key: KarvonenApproximate2016
  container-title: >-
    2016 IEEE 26th International Workshop on Machine Learning for Signal
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  DOI: 10.1109/MLSP.2016.7738812
  event-place: Vietri sul Mare, Salerno, Italy
  event-title: >-
    2016 IEEE 26th International Workshop on Machine Learning for Signal
    Processing (MLSP)
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      month: 9
  language: en
  page: 1-6
  publisher: IEEE
  publisher-place: Vietri sul Mare, Salerno, Italy
  title: Approximate state-space Gaussian processes via spectral transformation
  type: paper-conference
  URL: https://users.aalto.fi/~karvont2/pdf/KarvonenSarkka2016-MLSP.pdf

- id: KavcicMatrices2000
  author:
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      given: A.
    - family: Moura
      given: J. M. F.
  citation-key: KavcicMatrices2000
  container-title: IEEE Transactions on Information Theory
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  ISSN: 0018-9448
  issue: '4'
  issued:
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      month: 7
  page: 1495-1509
  title: >-
    Matrices with banded inverses: inversion algorithms and factorization of
    Gauss-Markov processes
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  URL: https://users.ece.cmu.edu/~moura/papers/kavcic_gaussmarkovinfoloss.pdf
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- id: KuzinEnsemble2018
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    - family: Yang
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  issued:
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  language: en
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  title: >-
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- id: LemercierSigGPDE2021
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      day: 31
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    - family: Salvi
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    - family: Cass
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    - family: Damoulas
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  event-title: ICML
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  issued:
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      day: 7
  language: en
  title: 'SigGPDE: Scaling Sparse Gaussian Processes on Sequential Data'
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- id: LindgrenBayesian2015
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  title: Bayesian Spatial Modelling with R-INLA
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- id: LindgrenExplicit2011
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  language: en
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  publisher: PMLR
  title: Infinitely deep neural networks as diffusion processes
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  title: Universal Differential Equations for Scientific Machine Learning
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  title: Scalable inference for structured Gaussian process models
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- id: SarkkaApplied2019
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  publisher: Cambridge University Press
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  title: Applied stochastic differential equations
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- id: SarkkaBayesian2013
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- id: SarkkaGaussian2019
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    - family: Álvarez
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  container-title: Artificial Intelligence and Statistics
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- id: SarkkaLinear2011
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  language: en
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  publisher: Springer
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  title: >-
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- id: SarkkaSpatiotemporal2013
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  citation-key: SarkkaSpatiotemporal2013
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  language: en
  publisher: Linköping University Electronic Press
  publisher-place: Linköping
  title: Scalable Bayesian spatial analysis with Gaussian Markov random fields
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  title: >-
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  title: Explicit Link Between Periodic Covariance Functions and State Space Models
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- id: SolinHilbert2020
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- id: SolinInfinitedimensional2013
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  language: en
  publisher: Aalto University
  title: >-
    Stochastic Differential Equation Methods for Spatio-Temporal Gaussian
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  citation-key: WilkinsonEndtoEnd2019
  container-title: arXiv:1901.11436 [cs, eess, stat]
  issued:
    - year: 2019
      month: 1
      day: 31
  language: en
  title: End-to-End Probabilistic Inference for Nonstationary Audio Analysis
  type: article-journal
  URL: https://arxiv.org/abs/1901.11436v1

- id: WilkinsonGlobal2019
  author:
    - family: Wilkinson
      given: William J
    - family: Chang
      given: Paul E
    - family: Andersen
      given: Michael Riis
    - family: Solin
      given: Arno
  citation-key: WilkinsonGlobal2019
  issued:
    - year: 2019
  language: en
  page: '12'
  title: >-
    Global Approximate Inference via Local Linearisation for Temporal Gaussian
    Processes
  type: article-journal

- id: WilkinsonState2020
  accessed:
    - year: 2020
      month: 11
      day: 11
  author:
    - family: Wilkinson
      given: William J.
    - family: Chang
      given: Paul E.
    - family: Andersen
      given: Michael Riis
    - family: Solin
      given: Arno
  citation-key: WilkinsonState2020
  container-title: ICML
  issued:
    - year: 2020
      month: 7
      day: 12
  title: >-
    State Space Expectation Propagation: Efficient Inference Schemes for
    Temporal Gaussian Processes
  type: paper-conference
  URL: http://arxiv.org/abs/2007.05994
  version: '1'

- id: WilkinsonUnifying2019
  author:
    - family: Wilkinson
      given: William J.
    - family: Andersen
      given: M. Riis
    - family: Reiss
      given: J. D.
    - family: Stowell
      given: D.
    - family: Solin
      given: A.
  citation-key: WilkinsonUnifying2019
  container-title: >-
    ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and
    Signal Processing (ICASSP)
  DOI: 10.1109/ICASSP.2019.8682306
  event-title: >-
    ICASSP 2019 - 2019 IEEE International Conference on Acoustics, Speech and
    Signal Processing (ICASSP)
  issued:
    - year: 2019
      month: 5
  page: 3352-3356
  title: Unifying Probabilistic Models for Time-frequency Analysis
  type: paper-conference
  URL: http://www.eecs.qmul.ac.uk/~josh/documents/2019/08682306.pdf

- id: WilsonEfficiently2020
  accessed:
    - year: 2022
      month: 2
      day: 28
  author:
    - family: Wilson
      given: James T
    - family: Borovitskiy
      given: Viacheslav
    - family: Terenin
      given: Alexander
    - family: Mostowsky
      given: Peter
    - family: Deisenroth
      given: Marc
  citation-key: WilsonEfficiently2020
  container-title: Proceedings of the 37th International Conference on Machine Learning
  event-title: International Conference on Machine Learning
  ISSN: 2640-3498
  issued:
    - year: 2020
      month: 11
      day: 21
  language: en
  page: 10292-10302
  publisher: PMLR
  title: Efficiently sampling functions from Gaussian process posteriors
  type: paper-conference
  URL: http://arxiv.org/abs/2002.09309

- id: WilsonPathwise2021
  accessed:
    - year: 2022
      month: 2
      day: 28
  author:
    - family: Wilson
      given: James T
    - family: Borovitskiy
      given: Viacheslav
    - family: Terenin
      given: Alexander
    - family: Mostowsky
      given: Peter
    - family: Deisenroth
      given: Marc Peter
  citation-key: WilsonPathwise2021
  container-title: Journal of Machine Learning Research
  ISSN: 1533-7928
  issue: '105'
  issued:
    - year: 2021
  language: en
  page: 1-47
  title: Pathwise Conditioning of Gaussian Processes
  type: article-journal
  URL: http://arxiv.org/abs/2011.04026
  volume: '22'

- id: ZammitMangionDeep2020
  accessed:
    - year: 2020
      month: 8
      day: 13
  author:
    - family: Zammit-Mangion
      given: Andrew
    - family: Wikle
      given: Christopher K.
  citation-key: ZammitMangionDeep2020
  container-title: Spatial Statistics
  container-title-short: Spatial Statistics
  DOI: 10.1016/j.spasta.2020.100408
  ISSN: '22116753'
  issued:
    - year: 2020
      month: 6
  page: '100408'
  title: Deep Integro-Difference Equation Models for Spatio-Temporal Forecasting
  type: article-journal
  URL: http://arxiv.org/abs/1910.13524
  volume: '37'
...
