State Inference in Variational Bayesian Nonlinear State-Space Models.
Tapani RaikoMatti TornioAntti HonkelaJuha KarhunenPublished in: ICA (2006)
Keyphrases
- state space
- variational bayesian
- probabilistic model
- exponential family
- statistical models
- variational inference
- state variables
- statistical model
- structured prediction
- parameter estimation
- learning algorithm
- statistical methods
- probabilistic inference
- markov chain
- maximum likelihood
- graphical models
- dynamic programming