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Streaming Variational Monte Carlo

Nonlinear state-space models are powerful tools to describe dynamical structures in complex time series. In a streaming setting where data are processed one sample at a time, simultaneous inference of the state and its nonlinear dynamics has posed significant challenges in practice. We develop a nov...

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Detalles Bibliográficos
Autores principales: Zhao, Yuan, Nassar, Josue, Jordan, Ian, Bugallo, Mónica, Park, Il Memming
Formato: Online Artículo Texto
Lenguaje:English
Publicado: 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10082974/
https://www.ncbi.nlm.nih.gov/pubmed/35201981
http://dx.doi.org/10.1109/TPAMI.2022.3153225