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Fundamental Linear Algebra Problem of Gaussian Inference
Timothy D Barfoot
Underlying many Bayesian inference techniques that seek to approximate the posterior as a Gaussian distribution is a fundamental linear algebra problem that must be solved for both…
cs.LG2020
Variational Inference as Iterative Projection in a Bayesian Hilbert Space with Application to Robotic State Estimation
Timothy D. Barfoot, Gabriele M. T. D'Eleuterio
Variational Bayesian inference is an important machine-learning tool that finds application from statistics to robotics. The goal is to find an approximate probability density func…