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Structured Variational Bayesian Inference for Gaussian State-Space Models With Regime Switching.
Yohan Petetin
Yazid Janati
François Desbouvries
Published in:
IEEE Signal Process. Lett. (2021)
Keyphrases
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state space
model selection
parameter estimation
variational bayesian inference
probabilistic model
co occurrence
dynamical systems
latent dirichlet allocation