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Found 5 papers, 0 papers with code
Modeling and Estimation of Discrete-Time Reciprocal Processes via Probabilistic Graphical Models
Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932.
On the Geometry of Message Passing Algorithms for Gaussian Reciprocal Processes
In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes.
Maximum Entropy Kernels for System Identification
In this paper we show that maximum entropy properties indeed extend to the whole family of DC kernels.
On the Projective Geometry of Kalman Filter
Convergence of the Kalman filter is best analyzed by studying the contraction of the Riccati map in the space of positive definite (covariance) matrices.
On the Maximum Entropy Property of the First-Order Stable Spline Kernel and its Implications
In this paper we provide an independent proof that relies on the theory of matrix extension problems in the graphical model literature and leads to a closed form expression for the inverse of the first order stable spline kernel as well as to a new factorization in the form $UWU^\top$ with $U$ upper triangular and $W$ diagonal.
