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Time series variational inference×Bajevsko zaključivanje o vremenskim nizovima×
OblastBajesovska statistikaBajesovska statistika
PorodicaBayesian methodsBayesian methods
Godina nastanka1999–20171989
TvoracJordan, Ghahramani, Jaakkola, Saul; extended by Blei and colleaguesMike West and Jeff Harrison
TipApproximate 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.
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ScholarGateUporedite metode: Time series variational inference · Time series Bayesian inference. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare