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Structured Variational Bayesian Inference for Gaussian State-Space Models With Regime Switching.

Yohan PetetinYazid JanatiFrançois Desbouvries
Published in: IEEE Signal Process. Lett. (2021)
Keyphrases
  • state space
  • model selection
  • parameter estimation
  • variational bayesian inference
  • probabilistic model
  • co occurrence
  • dynamical systems
  • latent dirichlet allocation