2 papers
cs.LG2023
Nonlinear Kalman Filtering with Reparametrization Gradients
San Gultekin, Brendan Kitts, Aaron Flores +1
We introduce a novel nonlinear Kalman filter that utilizes reparametrization gradients. The widely used parametric approximation is based on a jointly Gaussian assumption of the st…
stat.ML2015
A Collaborative Kalman Filter for Time-Evolving Dyadic Processes
San Gultekin, John Paisley
We present the collaborative Kalman filter (CKF), a dynamic model for collaborative filtering and related factorization models. Using the matrix factorization approach to collabora…