Gaussian Process Dynamical Models

This paper introduces Gaussian Process Dynamical Models (GPDM) for nonlinear time series analysis. A GPDM comprises a low-dimensional latent space with associated dynamics, and a map from the latent space to an observation space. We marginalize out the model parameters in closed-form, using Gaussian Process (GP) priors for both the dynamics and the observation mappings. This results in a nonparametric model for dynamical systems that accounts for uncertainty in the model. We demonstrate the approach on human motion capture data in which each pose is 62-dimensional. Despite the use of small data sets, the GPDM learns an effective representation of the nonlinear dynamics in these spaces. Webpage: http: //www. dgp. toronto. edu/

Authors

• Jack Wang
• Aaron Hertzmann
• David Fleet

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