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 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.