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- id: BicksonGaussian2009
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- id: EbeigbeGeneralized2021
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- id: GirardGaussian2002
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- id: GirardLearning2003
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- id: GrosseTaylor2021
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  language: en
  page: Chapter 2
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- id: GustafssonNonlinear2008
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      given: Fredrik
    - family: Hendeby
      given: Gustaf
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- id: HegdeDeep2018
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    - year: 2019
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      month: 10
      day: 9
  language: en
  title: Deep learning with differential Gaussian process flows
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- id: HendebyNonlinear2007
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    - family: Gustafsson
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  issued:
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  language: en
  title: On Nonlinear Transformations of Gaussian Distributions
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- id: HolderriethEquivariant2021
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    Equivariant Learning of Stochastic Fields: Gaussian Processes and Steerable
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- id: JankowiakDeep2020
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      day: 31
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    - year: 2020
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      day: 27
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- id: JinPerturbation
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- id: KoGPBayesFilters2009
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    GP-BayesFilters: Bayesian filtering using Gaussian process prediction and
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- id: LinStein2019
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      month: 10
      day: 29
  language: en
  title: >-
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- id: LiouGamma2011
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- id: MajumdarConditional2019
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  title: >-
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- id: MarzoukSampling2016
  accessed:
    - year: 2019
      month: 7
      day: 17
  author:
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      given: Youssef
    - family: Moselhy
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    - family: Parno
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    - family: Spantini
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    - family: Owhadi
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  language: en
  page: 1-41
  publisher: Springer Heidelberg
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- id: McHutchonGaussian2011
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- id: MinkaExpectation2001
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      day: 27
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  publisher: Morgan Kaufmann Publishers Inc.
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  title: Expectation Propagation for Approximate Bayesian Inference
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- id: MurraySmithTransformations2005
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      given: Roderick
    - family: Pearlmutter
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    - family: Niranjan
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    - family: Lawrence
      given: Neil
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  language: en
  page: 110-123
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  title: Transformations of Gaussian Process Priors
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- id: OehlertNote1992
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  container-title: arXiv:2107.02308 [cs]
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      month: 7
      day: 5
  title: A visual introduction to Gaussian Belief Propagation
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- id: PapadopoulosConfidence2001
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    - family: Edwards
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    - family: Murray
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  container-title: IEEE Transactions on Neural Networks
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  issue: '6'
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      month: 11
  page: 1278-1287
  title: 'Confidence estimation methods for neural networks: a practical comparison'
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- id: QuinoneroCandelaLearning2004
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      given: Joaquin
  citation-key: QuinoneroCandelaLearning2004
  container-title: Technical University of Denmark, Copenhagen
  issued:
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  publisher: Citeseer
  title: Learning with uncertainty-Gaussian processes and relevance vector machines
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- id: RothNonlinear2016
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      month: 3
      day: 18
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    - family: Hendeby
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  citation-key: RothNonlinear2016
  container-title: Journal of Advances in Information Fusion
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  issued:
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  language: eng
  page: 47-70
  publisher: International society of information fusion
  title: >-
    Nonlinear Kalman Filters Explained: A Tutorial on Moment Computations and
    Sigma Point Methods
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- id: RuizGeneralized2016
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    - family: Titsias
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    - family: Blei
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  citation-key: RuizGeneralized2016
  container-title: Advances In Neural Information Processing Systems
  event-title: NIPS
  issued:
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      month: 10
      day: 7
  title: The Generalized Reparameterization Gradient
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- id: SarkkaBayesian2013
  author:
    - family: Särkkä
      given: Simo
  call-number: QA279.5 .S27 2013
  citation-key: SarkkaBayesian2013
  collection-number: '3'
  collection-title: Institute of Mathematical Statistics textbooks
  event-place: Cambridge, U.K. ; New York
  ISBN: 978-1-107-03065-7 978-1-107-61928-9
  issued:
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  number-of-pages: '232'
  publisher: Cambridge University Press
  publisher-place: Cambridge, U.K. ; New York
  title: Bayesian filtering and smoothing
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- id: SarkkaNonlinear2013
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      given: S.
    - family: Hartikainen
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  citation-key: SarkkaNonlinear2013
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    2013 IEEE International Workshop on Machine Learning for Signal Processing
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  event-title: >-
    2013 IEEE International Workshop on Machine Learning for Signal Processing
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  issued:
    - year: 2013
      month: 9
  page: 1-6
  title: Non-linear noise adaptive Kalman filtering via variational Bayes
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- id: SarkkaUnscented2007
  author:
    - family: Särkkä
      given: Simo
  citation-key: SarkkaUnscented2007
  container-title: IEEE Transactions on Automatic Control
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  ISSN: 0018-9286
  issue: '9'
  issued:
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  page: 1631-1641
  title: >-
    On Unscented Kalman Filtering for State Estimation of Continuous-Time
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- id: SpantiniCoupling2022
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      day: 19
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    - family: Baptista
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    - family: Marzouk
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  citation-key: SpantiniCoupling2022
  container-title: SIAM Review
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  title: Coupling Techniques for Nonlinear Ensemble Filtering
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- id: TranBayesian2019
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      given: Dustin
    - family: Dusenberry
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    - family: Wilk
      given: Mark
      non-dropping-particle: van der
    - family: Hafner
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  container-title: Advances in neural information processing systems
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  title: 'Bayesian layers: A module for neural network uncertainty'
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  volume: '32'

- id: TranVariational2015
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      day: 3
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    - family: Ranganath
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    - family: Blei
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  citation-key: TranVariational2015
  container-title: Proceedings of ICLR
  event-title: ICLR
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      month: 11
      day: 20
  title: The Variational Gaussian Process
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- id: WilkinsonBayesNewton2021
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    - family: Särkkä
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      day: 3
  number: arXiv:2111.01721
  publisher: arXiv
  title: Bayes-Newton Methods for Approximate Bayesian Inference with PSD Guarantees
  type: article
  URL: http://arxiv.org/abs/2111.01721

- 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: WolterIntroduction2007
  author:
    - family: Wolter
      given: Kirk M.
  call-number: QA279 .W65 2007
  citation-key: WolterIntroduction2007
  collection-title: Statistics for social and behavioral sciences
  DOI: 10.1007/978-0-387-35099-8
  edition: 2nd ed
  event-place: New York
  ISBN: 978-0-387-32917-8
  issued:
    - year: 2007
  number-of-pages: '447'
  publisher: Springer
  publisher-place: New York
  title: Introduction to variance estimation
  type: book
...
