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stat.ML2020★ 2 cited
Hidden Markov Neural Networks
Lorenzo Rimella, Nick Whiteley
We define an evolving in-time Bayesian neural network called a Hidden Markov Neural Network, which addresses the crucial challenge in time-series forecasting and continual learning…
stat.ML2019★ 1 cited
Exploiting locality in high-dimensional factorial hidden Markov models
Lorenzo Rimella, Nick Whiteley
We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likeli…