ScholarGate
Asistent

Usporedite metode

Pregledajte odabrane metode jednu uz drugu; retci koji se razlikuju su istaknuti.

Vremenska inferencija varijacijskim metodama×Vremensko Bayesijansko zaključivanje×
PodručjeBayesovska statistikaBayesovska statistika
ObiteljBayesian methodsBayesian methods
Godina nastanka1999–20171989
TvoracJordan, Ghahramani, Jaakkola, Saul; extended by Blei and colleaguesMike West and Jeff Harrison
VrstaApproximate Bayesian inferenceBayesian probabilistic model
Temeljni izvorBlei, D. M., Kucukelbir, A. & McAuliffe, J. D. (2017). Variational inference: A review for statisticians. Journal of the American Statistical Association, 112(518), 859-877. DOI ↗West, M. & Harrison, J. (1997). Bayesian Forecasting and Dynamic Models (2nd ed.). Springer. ISBN: 978-0387947259
Drugi nazivitime-series VI, variational Bayes for time series, TSVI, sequential variational inferenceBayesian time series analysis, Bayesian state-space modeling, probabilistic time series inference, BSTS
Srodne66
SažetakTime series variational inference applies variational Bayes to sequential data, approximating the intractable posterior over latent states and parameters with a tractable family of distributions. By maximising the evidence lower bound (ELBO), it delivers fast, scalable Bayesian inference for state-space models, dynamic latent variable models, and other time-ordered probabilistic systems.Time series Bayesian inference applies Bayes' theorem sequentially to time-ordered observations, maintaining a full probability distribution over hidden states and model parameters at every time step. This framework unifies state-space models, dynamic linear models, and particle filters, producing calibrated uncertainty for both filtering (real-time) and retrospective smoothing tasks.
ScholarGateSkup podataka
  1. v1
  2. 2 Izvori
  3. PUBLISHED
  1. v1
  2. 2 Izvori
  3. PUBLISHED

Idi na pretraživanje Preuzmi prezentaciju

ScholarGateUsporedite metode: Time series variational inference · Time series Bayesian inference. Preuzeto 2026-06-18 s https://scholargate.app/hr/compare