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In this work we propose a sparse approximation for the full covariance matrix involved in the multiple output convolution process. We exploit the fact that each of the outputs is conditional independent of all others given the input process. This leads to an approximation for the covariance matrix ...

Latent force models encode the interaction between multiple related dynamical systems in the form of a kernel or covariance function. Each variable to be modeled is represented as the output of a differential equation and each differential equation is driven by a weighted sum of latent functions wit ...

One approach to account for non-trivial correlations between outputs employs convolution processes. Under a latent function interpretation of the convolution transform it is possible to establish dependencies between output variables. Two important aspects in this framework are how can we introduce ...