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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…
eess.SP2022
HERMES: Hybrid Error-corrector Model with inclusion of External Signals for nonstationary fashion time series
Etienne David, Jean Bellot, Sylvain Le Corff
Developing models and algorithms to predict nonstationary time series is a long standing statistical problem. It is crucial for many applications, in particular for fashion or reta…