no code implementations • 14 Dec 2020 • Jarrad Courts, Johannes Hendriks, Adrian Wills, Thomas Schön, Brett Ninness
In this work, a variational approach is used to provide an assumed density which approximates the desired, intractable, distribution.
no code implementations • 8 Dec 2020 • Jarrad Courts, Adrian Wills, Thomas Schön, Brett Ninness
This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem.
no code implementations • 7 Feb 2020 • Jarrad Courts, Adrian Wills, Thomas B. Schön
In this paper, the problem of state estimation, in the context of both filtering and smoothing, for nonlinear state-space models is considered.