Probabilistic Filter and Smoother for Variational Inference of Bayesian Linear Dynamical Systems.
Julian NeriRoland BadeauPhilippe DepallePublished in: ICASSP (2020)
Keyphrases
- variational inference
- probabilistic model
- bayesian inference
- posterior distribution
- latent variable models
- latent dirichlet allocation
- posterior probability
- generative model
- topic models
- latent variables
- linear dynamical systems
- probabilistic graphical models
- bayesian networks
- factor graphs
- mixture model
- gaussian process
- dynamical systems
- variational methods
- closed form
- graphical models
- probability distribution
- prior information
- exact inference
- hyperparameters
- bayesian framework
- approximate inference
- exponential family
- conditional probabilities
- parameter estimation
- expectation maximization
- gaussian processes
- conditional random fields
- dynamic programming
- least squares
- hidden variables
- language model
- particle filter
- maximum a posteriori