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NIPS
1998
13 years 6 months ago
Approximate Learning of Dynamic Models
Inference is a key component in learning probabilistic models from partially observable data. When learning temporal models, each of the many inference phases requires a complete ...
Xavier Boyen, Daphne Koller
JMLR
2006
105views more  JMLR 2006»
13 years 5 months ago
Expectation Correction for Smoothed Inference in Switching Linear Dynamical Systems
We introduce a method for approximate smoothed inference in a class of switching linear dynamical systems, based on a novel form of Gaussian Sum smoother. This class includes the ...
David Barber
NIPS
2008
13 years 6 months ago
Accelerating Bayesian Inference over Nonlinear Differential Equations with Gaussian Processes
Identification and comparison of nonlinear dynamical system models using noisy and sparse experimental data is a vital task in many fields, however current methods are computation...
Ben Calderhead, Mark Girolami, Neil D. Lawrence
ICML
2006
IEEE
14 years 6 months ago
Kernel Predictive Linear Gaussian models for nonlinear stochastic dynamical systems
The recent Predictive Linear Gaussian model (or PLG) improves upon traditional linear dynamical system models by using a predictive representation of state, which makes consistent...
David Wingate, Satinder P. Singh
ISIPTA
2003
IEEE
145views Mathematics» more  ISIPTA 2003»
13 years 10 months ago
An Extended Set-valued Kalman Filter
Set-valued estimation offers a way to account for imprecise knowledge of the prior distribution of a Bayesian statistical inference problem. The set-valued Kalman filter, which p...
Darryl Morrell, Wynn C. Stirling