Corpus ID: 18383512

BLACK BOX VARIATIONAL INFERENCE FOR STATE SPACE MODELS

@article{Archer2016BLACKBV,
  title={BLACK BOX VARIATIONAL INFERENCE FOR STATE SPACE MODELS},
  author={Evan Archer and Il Memming Park and Lars Buesing and J. Cunningham and L. Paninski},
  journal={arXiv: Machine Learning},
  year={2016}
}
Latent variable time-series models are among the most heavily used tools from machine learning and applied statistics. These models have the advantage of learning latent structure both from noisy observations and from the temporal ordering in the data, where it is assumed that meaningful correlation structure exists across time. A few highly-structured models, such as the linear dynamical system with linear-Gaussian observations, have closed-form inference procedures (e.g. the Kalman Filter… Expand
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