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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...
Autores principales: | , , , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
2023
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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 |