2 papers
stat.ML2020
Ensemble Kalman Variational Objectives: Nonlinear Latent Trajectory Inference with A Hybrid of Variational Inference and Ensemble Kalman Filter
Tsuyoshi Ishizone, Tomoyuki Higuchi, Kazuyuki Nakamura
Variational inference (VI) combined with Bayesian nonlinear filtering produces state-of-the-art results for latent time-series modeling. A body of recent work has focused on sequen…
stat.CO2020
Real-time Linear Operator Construction and State Estimation with the Kalman Filter
Tsuyoshi Ishizone, Kazuyuki Nakamura
The Kalman filter is the most powerful tool for estimation of the states of a linear Gaussian system. In addition, using this method, an expectation maximization algorithm can be u…