Online variational filtering and parameter learning

Online variational filtering and parameter learning

We present a variational method for online state estimation and parameter learning in state-space models (SSMs), a ubiquitous class of latent variable models for sequential data. As per standard batch variational techniques, we use stochastic gradients to simultaneously optimize a lower bound on the...

Полное описание

Библиографические подробности
Главные авторы:	Campbell, A, Shi, Y, Rainforth, T, Doucet, A
Формат:	Conference item
Язык:	English
Опубликовано:	Curran Associates 2022

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