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| Vremenska inferencija varijacijskim metodama× | Vremensko Bayesijansko zaključivanje× | |
|---|---|---|
| Područje | Bayesovska statistika | Bayesovska statistika |
| Obitelj | Bayesian methods | Bayesian methods |
| Godina nastanka≠ | 1999–2017 | 1989 |
| Tvorac≠ | Jordan, Ghahramani, Jaakkola, Saul; extended by Blei and colleagues | Mike West and Jeff Harrison |
| Vrsta≠ | Approximate Bayesian inference | Bayesian probabilistic model |
| Temeljni izvor≠ | Blei, 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 nazivi | time-series VI, variational Bayes for time series, TSVI, sequential variational inference | Bayesian time series analysis, Bayesian state-space modeling, probabilistic time series inference, BSTS |
| Srodne | 6 | 6 |
| Sažetak≠ | Time 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. |
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