Approximate Inference and Learning of State Space Models With Laplace Noise.
Julian NeriPhilippe DepalleRoland BadeauPublished in: IEEE Trans. Signal Process. (2021)
Keyphrases
- approximate inference
- structured prediction
- state space
- dynamic bayesian networks
- reinforcement learning
- graphical models
- learning process
- parameter estimation
- message passing
- learning algorithm
- active learning
- prior knowledge
- expectation propagation
- belief propagation
- probabilistic inference
- maximum margin
- exact inference
- factor graphs
- missing data
- higher order
- noise level
- hidden variables
- probabilistic model
- linear gaussian