Structured variational inference in Bayesian state-space models.

Honggang Wang Anirban Bhattacharya Debdeep Pati Yun Yang

Published in: AISTATS (2022)

Keyphrases

variational inference
bayesian inference
state space
posterior distribution
probabilistic model
variational methods
probabilistic graphical models
closed form
latent dirichlet allocation
gaussian process
exponential family
factor graphs
machine learning
particle filter
topic models