Showing stat.MLShow all
2 papers · 1 filter
stat.ML2024
Bayesian Online Natural Gradient (BONG)
Matt Jones, Peter Chang, Kevin Murphy
We propose a novel approach to sequential Bayesian inference based on variational Bayes (VB). The key insight is that, in the online setting, we do not need to add the KL term to r…
stat.ML2024
Outlier-robust Kalman Filtering through Generalised Bayes
Gerardo Duran-Martin, Matias Altamirano, Alexander Y. Shestopaloff +5
We derive a novel, provably robust, and closed-form Bayesian update rule for online filtering in state-space models in the presence of outliers and misspecified measurement models.…