Stochastic Variational Inference for Bayesian Time Series Models.
Matthew James JohnsonAlan S. WillskyPublished in: ICML (2014)
Keyphrases
- variational inference
- bayesian inference
- probabilistic model
- bayesian models
- posterior distribution
- variational methods
- exponential family
- gaussian process
- closed form
- mixture model
- bayesian networks
- hidden variables
- latent dirichlet allocation
- probabilistic graphical models
- prior knowledge
- topic models
- incomplete data
- probability density function
- missing values
- statistical models
- statistical model
- factor graphs