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Online Variational Inference for State-Space Models with Point-Process Observations.
Andrew Zammit Mangion
Ke Yuan
Visakan Kadirkamanathan
Mahesan Niranjan
Guido Sanguinetti
Published in:
Neural Comput. (2011)
Keyphrases
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variational inference
state space
probabilistic model
least squares
statistical model
bayesian inference
model selection
topic models
statistical models
multiscale
latent dirichlet allocation