8 citations · 14 across the 10 of their papers we have counts for
3 papers · 1 filter
Predictively-Oriented Kalman Filtering
Zheyang Shen, Gerardo Duran-Martin, Chris. J. Oates
This paper presents a post-Bayesian approach to online filtering in nonlinear state-space models, capable of avoiding over-confident inferences in settings where either the dynamic…
Doubly Outlier-Robust Online Infinite Hidden Markov Model
Horace Yiu, Leandro Sánchez-Betancourt, Álvaro Cartea +1
We derive a robust update rule for the online infinite hidden Markov model (iHMM) for when the streaming data contains outliers and the model is misspecified. Leveraging recent adv…
A Predictive View on Streaming Hidden Markov Models
Gerardo Duran-Martin
We develop a predictive-first optimisation framework for streaming hidden Markov models. Unlike classical approaches that prioritise full posterior recovery under a fully specified…