Variational Bayesian Filtering
From MaRDI portal
Recommendations
- Filtering via approximate Bayesian computation
- Bayesian Filtering and Smoothing
- Bayesian filtering and smoothing
- Bayesian Conditional Density Filtering
- Variational Bayesian Learning Theory
- Variational Bayesian inference with Gaussian-mixture approximations
- Gaussian progressive Bayesian filter
- scientific article; zbMATH DE number 6377992
- Variational Bayes with synthetic likelihood
Cited in
(16)- State estimation for jump Markov nonlinear systems of unknown measurement data covariance
- Trial-and-error or avoiding a guess? Initialization of the Kalman filter
- The recursive variational Gaussian approximation (R-VGA)
- Approximate inference for constructing astronomical catalogs from images
- Estimation algorithm for system with non-Gaussian multiplicative/additive noises based on variational Bayesian inference
- Time-varying forecasts by variational approximation of sequential Bayesian inference
- Stochastic Event-triggered Variational Bayesian Filtering
- Black Box Variational Bayesian Model Averaging
- Adaptive risk-sensitive filter for Markovian jump linear systems
- Tuning-free filtering for stochastic systems with unmodeled measurement dynamics
- Likelihood-free inference in state-space models with unknown dynamics
- A novel stochastically stable variational Bayesian Kalman filter for spacecraft attitude estimation
- Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics
- A Bayesian update method for exponential family projection filters with non-conjugate likelihoods
- Filtering via approximate Bayesian computation
- Relative closeness ranking of Kalman filtering with multiple mismatched measurement noise covariances
This page was built for publication: Variational Bayesian Filtering
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4569139)
