Comparar métodos

	Inferência Variacional Dinâmica	Filtro de Kalman
Área	Bayesiano	Bayesiano
Família	Bayesian methods	Bayesian methods
Ano de origem	2014–2015	1960
Autor original	Bayer, Osendorfer, Krishnan and colleagues	Rudolf E. Kalman
Tipo	Bayesian approximate inference	recursive Bayesian filter
Fonte seminal	Krishnan, R. G., Shalit, U., & Sontag, D. (2015). Deep Kalman Filters. NIPS 2015 Workshop on Advances in Approximate Bayesian Inference.	Kalman, R. E. (1960). A new approach to linear filtering and prediction problems. Journal of Basic Engineering, 82(1), 35-45.
Outros nomes	sequential variational inference, temporal variational inference, variational inference for state-space models, DVI	linear quadratic estimator, LQE, Kalman-Bucy filter, optimal recursive filter
Relacionados	6	5
Resumo	Dynamic variational inference extends the variational inference framework to sequential and time-series settings by positing a structured approximate posterior that respects the temporal ordering of latent states. It jointly learns a generative model of how hidden states evolve over time and a recognition network that maps observed sequences back to those latent states, optimising a sequential evidence lower bound (ELBO).	The Kalman filter is an optimal recursive algorithm for estimating the hidden state of a linear dynamical system from noisy measurements. At each time step it alternates between a prediction step — projecting the state forward using the system model — and an update step that corrects the prediction with the new observation, producing minimum-variance state estimates and their uncertainty in real time.