no code implementations • 5 Feb 2024 • Mathis Chagneux, Pierre Gloaguen, Sylvain Le Corff, Jimmy Olsson
This article addresses online variational estimation in state-space models.
no code implementations • 1 Jun 2022 • Mathis Chagneux, Élisabeth Gassiat, Pierre Gloaguen, Sylvain Le Corff
We consider the problem of state estimation in general state-space models using variational inference.