359 citations · 1.4k across the 40 of their papers we have counts for
Showing stat.MLShow all
2 papers · 1 filter
stat.ML2023★ 1 cited
Variational Gaussian approximation of the Kushner optimal filter
Marc Lambert, Silvère Bonnabel, Francis Bach
In estimation theory, the Kushner equation provides the evolution of the probability density of the state of a dynamical system given continuous-time observations. Building upon ou…
stat.ML2022★ 12 cited
Variational inference via Wasserstein gradient flows
Marc Lambert, Sinho Chewi, Francis Bach +2
Along with Markov chain Monte Carlo (MCMC) methods, variational inference (VI) has emerged as a central computational approach to large-scale Bayesian inference. Rather than sampli…