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The neural moving average model for scalable variational inference of state space models.
Thomas Ryder
Dennis Prangle
Andrew Golightly
Isaac Matthews
Published in:
UAI (2021)
Keyphrases
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probabilistic model
autoregressive
variational inference
prior knowledge
state space
moving average
probability distribution
bayesian inference
statistical model
bayesian framework
state variables
random fields
statistical models
image processing
posterior distribution
feature selection
factor graphs
mixture model