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stat.ML2024
Recursive Learning of Asymptotic Variational Objectives
Alessandro Mastrototaro, Mathias Müller, Jimmy Olsson
General state-space models (SSMs) are widely used in statistical machine learning and are among the most classical generative models for sequential time-series data. SSMs, comprisi…
stat.AP2024
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…