Krahasoni metodat
Shqyrtoni metodat e zgjedhura krah për krah; rreshtat që ndryshojnë janë të theksuar.
| Mesatimi Dinamik i Modeleve Bajeziane× | Inferenca Variacionale Dinamike× | |
|---|---|---|
| Fusha | Statistika bajesiane | Statistika bajesiane |
| Familja | Bayesian methods | Bayesian methods |
| Viti i origjinës≠ | 2010 | 2014–2015 |
| Krijuesi≠ | Raftery, Karny & Ettler | Bayer, Osendorfer, Krishnan and colleagues |
| Lloji≠ | dynamic ensemble / model combination | Bayesian approximate inference |
| Burimi themelues≠ | Raftery, A. E., Karny, M., & Ettler, P. (2010). Online prediction under model uncertainty via dynamic model averaging: Application to a cold rolling mill. Technometrics, 52(1), 52-66. DOI ↗ | Krishnan, R. G., Shalit, U., & Sontag, D. (2015). Deep Kalman Filters. NIPS 2015 Workshop on Advances in Approximate Bayesian Inference. link ↗ |
| Emërtime të tjera | DMA, dynamic model averaging, time-varying BMA, online Bayesian model averaging | sequential variational inference, temporal variational inference, variational inference for state-space models, DVI |
| Të lidhura | 6 | 6 |
| Përmbledhja≠ | Dynamic Bayesian Model Averaging (DMA) extends standard Bayesian model averaging to settings where the best predictive model may change over time. It maintains a probability distribution over a set of competing models and updates that distribution sequentially as new observations arrive, allowing model weights to evolve rather than remaining fixed across the entire sample. | 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). |
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