BayesPy: Variational Bayesian Inference in Python

no code implementations • 3 Oct 2014 • Jaakko Luttinen

BayesPy is an open-source Python software package for performing variational Bayesian inference.

Bayesian Inference Variational Inference

Linear State-Space Model with Time-Varying Dynamics

no code implementations • 2 Oct 2014 • Jaakko Luttinen, Tapani Raiko, Alexander Ilin

The time dependency is obtained by forming the state dynamics matrix as a time-varying linear combination of a set of matrices.

Variational Gaussian-process factor analysis for modeling spatio-temporal data

no code implementations • NeurIPS 2009 • Jaakko Luttinen, Alexander Ilin

We present a probabilistic latent factor model which can be used for studying spatio-temporal datasets.