Fast Variational Bayesian Linear State-Space Model.

Jaakko Luttinen

Published in: ECML/PKDD (1) (2013)

Keyphrases

state space model
variational bayesian
state estimation
factor analysis
exponential family
expectation maximization
kalman filter
closed form
matrix factorization
incomplete data
autoregressive
kalman filtering
machine learning
multiscale
generative model
recursive least squares