Asymptotic Marginal Likelihood on Linear Dynamical Systems.
Takuto NaitoKeisuke YamazakiPublished in: IEICE Trans. Inf. Syst. (2014)
Keyphrases
- marginal likelihood
- learning algorithm
- linear dynamical systems
- model selection
- dynamical systems
- gaussian process
- hidden markov models
- information criterion
- spatio temporal
- video sequences
- exponential family
- hyperparameters
- closed form
- approximate inference
- real valued
- expectation propagation
- human motion
- reinforcement learning
- sample size
- dynamic textures
- latent variable models
- latent variables
- bayesian information criterion
- parameter estimation
- random sampling
- posterior distribution
- cross validation
- regression model
- state space