1 citations · 1 across the 3 of their papers we have counts for
3 papers
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…
Importance sampling for online variational learning
Mathis Chagneux, Pierre Gloaguen, Sylvain Le Corff +1
This article addresses online variational estimation in state-space models. We focus on learning the smoothing distribution, i.e. the joint distribution of the latent states given…
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…