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stat.ME2026
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…
stat.ME2022★ 1 cited
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…