Paper

We present a Gaussian Variational Inference (GVI) technique that can be applied to large-scale nonlinear batch state estimation problems. The main contribution is to show how to fit both the mean and (inverse) covariance of a Gaussian to the posterior efficiently, by exploiting factorization of the joint likelihood of the state and data, as is common in practical problems... (read more)

Results in Papers With Code

(↓ scroll down to see all results)