Gaussian variational approximations for high-dimensional state space models
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Cites work
- A Stochastic Approximation Method
- An introduction to variational methods for graphical models
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- Conditionally structured variational Gaussian approximation with importance weights
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- Fast and accurate variational inference for models with many latent variables
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- High-Dimensional Copula Variational Approximation Through Transformation
- scientific article; zbMATH DE number 6377992 (Why is no real title available?)
- Identifiability of factor analysis: Some results and open problems
- Inference from iterative simulation using multiple sequences
- Information-theoretic upper and lower bounds for statistical estimation
- Large-scale machine learning with stochastic gradient descent
- Latent variable models and factor analysis. A unified approach
- Simple statistical gradient-following algorithms for connectionist reinforcement learning
- Statistics for spatio-temporal data
- Variational message passing
Cited in
(5)- Approximating Bayes in the 21st century
- Hybrid unadjusted Langevin methods for high-dimensional latent variable models
- Variational Inference based on a Subclass of Closed Skew Normals
- Structured Variational Approximations with Skew Normal Decomposable Graphical Models and Implicit Copulas
- Efficient Importance Variational Approximations for State Space Models
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