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Time series variational inference

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.

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Variational Inference for Time Series Models

Taksonomisk metoderegister · bayesian / bayesian

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