Online variational inference for state-space models with point-process observations

DOI10.1162/NECO_A_00156MaRDI QIDQ5198612zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Andrew Zammit-Mangion, Ke Yuan, Visakan Kadirkamanathan, Mahesan Niranjan, Guido Sanguinetti

Publication date 9 August 2011

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL http://www.mitpressjournals.org/doi/abs/10.1162/NECO_a_00156

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Bayesian inference (62F15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Neural biology (92C20) Biomedical imaging and signal processing (92C55)

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Cites work

• Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.
• Discrete time filters for doubly stochastic poisson processes and other exponential noise models
• Dynamic Analysis of Neural Encoding by Point Process Adaptive Filtering
• Estimating a State-Space Model from Point Process Observations
• Estimating a state-space model from point process observations: a note on convergence
• Nonlinear filtering with counting observations
• On Gibbs sampling for state space models
• Online model selection based on the variational Bayes
• Recursive nonlinear estimation of a diffusion acting as the rate of an observed Poisson process
• The time-rescaling theorem and its application to neural spike train data analysis

Cited in

(8)

• Non-homogeneous Poisson process intensity modeling and estimation using measure transport
• Online model selection based on the variational Bayes
• Estimating a state-space model from point process observations: a note on convergence
• Modeling and estimation of multi-source clustering in crime and security data
• scientific article; zbMATH DE number 2033139 (Why is no real title available?)
• Variational Estimation in Spatiotemporal Systems From Continuous and Point-Process Observations
• Estimating a State-Space Model from Point Process Observations
• A new look at state-space models for neural data

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