7 citations · 8 across the 8 of their papers we have counts for
3 papers · 1 filter
Efficient Online Variational Estimation via Monte Carlo Sampling
Mathis Chagneux, Mathias Müller, Pierre Gloaguen +2
This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradien…
Amortized backward variational inference in nonlinear state-space models
Mathis Chagneux, Élisabeth Gassiat, Pierre Gloaguen +1
We consider the problem of state estimation in general state-space models using variational inference. For a generic variational family defined using the same backward decompositio…
Online Sequential Monte Carlo smoother for partially observed stochastic differential equations
Pierre Gloaguen, Marie-Pierre Etienne, Sylvain Le Corff
This paper introduces a new algorithm to approximate smoothed additive functionals for partially observed stochastic differential equations. This method relies on a recent procedur…