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...
| Asıl Yazarlar: | , , , |
|---|---|
| Materyal Türü: | Conference item |
| Dil: | English |
| Baskı/Yayın Bilgisi: |
Curran Associates
2022
|