Scalable approximate inference for state space models with normalising flows.
Tom RyderAndrew GolightlyIsaac MatthewsDennis PranglePublished in: CoRR (2019)
Keyphrases
- approximate inference
- state space
- graphical models
- parameter estimation
- structured prediction
- probabilistic inference
- factor graphs
- linear gaussian
- probabilistic model
- variational methods
- bayesian networks
- dynamic bayesian networks
- message passing
- belief propagation
- markov chain monte carlo
- exact inference
- reinforcement learning
- latent variables
- gaussian process
- generative model