The restricted variational bayes approximation in Bayesian filtering

NSSPW - Nonlinear Statistical Signal Processing Workshop 2006

Volumn , Issue , 2006, Pages 224-227

  Šmídl, Václav ^a   Quinn, Anthony ^b  

^a INSTITUTE OF MATHEMATICS   (Czech Republic)

^b TRINITY COLLEGE DUBLIN   (Ireland)

Author keywords

[No Author keywords available]

Indexed keywords

BAYESIAN FILTERING; FUNCTIONAL FORMS; NON-LINEAR MODEL; OPTIMIZERS; RAO-BLACKWELLIZED PARTICLE FILTERING; STEP APPROXIMATIONS; VARIATIONAL BAYES; VARIATIONAL BAYES APPROXIMATIONS;

SIGNAL PROCESSING;

EID: 48049092236     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/NSSPW.2006.4378860     Document Type: Conference Paper

References (5)

1. C. M. Bishop, "Variational principal components," in Proceedings of the Ninth International Conference on Artificial Neural Networks, (ICANN), 1999.
2. M. Sato, "Online model selection based on the variational Bayes," Neural Computation, vol. 13, pp. 1649-1681, 2001.
3. V. Šmídl and A. Quinn, The Variational Bayes Method in Signal Processing. Springer, 2005.
4. A. Doucet, N. de Freitas, and N. Gordon, eds., Sequential Monte Carlo Methods in Practice. Springer, 2001.
5. F. Mustiere, M. Bolic, and M. Bouchard, "A modified Rao-Blackwellised particle filter," in Proceedings of the IEEE conference on Acoustics, Speech, and Signal Processing, 2006.