Online Variational Inference for State-Space Models with Point-Process Observations

DOI10.1162/NECO_a_00156zbMath1218.92053OpenAlexW2036673065WikidataQ51575108 ScholiaQ51575108MaRDI QIDQ5198612

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

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

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

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Cites Work

• The Time-Rescaling Theorem and Its Application to Neural Spike Train Data Analysis
• Online Model Selection Based on the Variational Bayes
• Estimating a State-Space Model from Point Process Observations: A Note on Convergence
• Recursive nonlinear estimation of a diffusion acting as the rate of an observed Poisson process
• Nonlinear filtering with counting observations
• Discrete time filters for doubly stochastic poisson processes and other exponential noise models
• On Gibbs sampling for state space models
• Estimating a State-Space Model from Point Process Observations
• Dynamic Analysis of Neural Encoding by Point Process Adaptive Filtering
• Bayesian estimation of state-space models using the Metropolis-Hastings algorithm within Gibbs sampling.

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