Variational Bayesian sparse adaptive filtering using a Gauss-Seidel recursive approach.
Konstantinos E. ThemelisAthanasios A. RontogiannisKonstantinos KoutroumbasPublished in: EUSIPCO (2013)
Keyphrases
- adaptive filtering
- variational bayesian
- gauss seidel
- factor analysis
- matrix factorization
- exponential family
- expectation maximization
- incomplete data
- dirichlet process
- filtering method
- variational inference
- denoising
- multi task learning
- convergence speed
- bayesian methods
- em algorithm
- closed form
- bayesian inference
- recommender systems
- missing data
- speech signal
- mixture model
- model selection