Scalable Bayesian Learning for State Space Models using Variational Inference with SMC Samplers.
Marcel HirtPetros DellaportasPublished in: CoRR (2018)
Keyphrases
- bayesian learning
- variational inference
- posterior distribution
- state space
- model selection
- bayesian inference
- probabilistic model
- markov chain monte carlo
- probability distribution
- variational methods
- bayesian framework
- prior knowledge
- reinforcement learning
- bayesian networks
- maximum a posteriori
- statistical models
- topic models
- gaussian process
- parameter estimation
- latent variables
- statistical model
- mixture model
- least squares