메뉴 건너뛰기




Volumn 56, Issue 10 II, 2008, Pages 5020-5030

Variational Bayesian filtering

Author keywords

Bayesian filtering; EM algorithm; Hidden Markov model; Particle filtering; Variational Bayes

Indexed keywords


EID: 54749127464     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2008.928969     Document Type: Article
Times cited : (128)

References (34)
  • 5
    • 0001231547 scopus 로고
    • Digital synthesis on nonlinear filters
    • R. Bucy and K. Senne, "Digital synthesis on nonlinear filters," Automatica, vol. 7, pp. 287-298, 1971.
    • (1971) Automatica , vol.7 , pp. 287-298
    • Bucy, R.1    Senne, K.2
  • 6
    • 0002738159 scopus 로고
    • Parameter orthogonality and approximate conditional inference
    • D. Cox and N. Reid, "Parameter orthogonality and approximate conditional inference," J. Roy. Statist. Soc. B, vol. 49, no. 1, pp. 1-39, 1987.
    • (1987) J. Roy. Statist. Soc. B , vol.49 , Issue.1 , pp. 1-39
    • Cox, D.1    Reid, N.2
  • 8
    • 0002629270 scopus 로고
    • Maximum likelihood from incomplete data via the EM algorithm
    • A. P. Dempster, N. M. Laird, and D. B. Rubin, "Maximum likelihood from incomplete data via the EM algorithm," J. Roy. Statist. Soc. B, vol. 39, pp. 1-38, 1977.
    • (1977) J. Roy. Statist. Soc. B , vol.39 , pp. 1-38
    • Dempster, A.P.1    Laird, N.M.2    Rubin, D.B.3
  • 9
    • 0003665481 scopus 로고    scopus 로고
    • A. Doucet, N. de Freitas, and N. Gordon, Eds. Berlin, Germany: Springer
    • Sequential Monte Carlo Methods in Practice, A. Doucet, N. de Freitas, and N. Gordon, Eds. Berlin, Germany: Springer, 2001.
    • (2001) Sequential Monte Carlo Methods in Practice
  • 10
    • 84899003086 scopus 로고    scopus 로고
    • Propagation algorithms for variational Bayesian learning
    • Z. Ghahramani and M. Beal, "Propagation algorithms for variational Bayesian learning," Adv. Neur. Inf. Process. Syst., vol. 13, pp. 507-513, 2001.
    • (2001) Adv. Neur. Inf. Process. Syst , vol.13 , pp. 507-513
    • Ghahramani, Z.1    Beal, M.2
  • 11
    • 25444480219 scopus 로고    scopus 로고
    • On the effect of the form of the posterior approximation in variational learning of ICA models
    • A. Ilin and H. Valpola, "On the effect of the form of the posterior approximation in variational learning of ICA models," Neur. Process. Lett., vol. 22, no. 2, pp. 183-204, 2005.
    • (2005) Neur. Process. Lett , vol.22 , Issue.2 , pp. 183-204
    • Ilin, A.1    Valpola, H.2
  • 12
    • 33144490533 scopus 로고    scopus 로고
    • Variational Bayes for continuous hidden Markov models and its application to active learning
    • S. Ji, B. Krishnapuram, and L. Carin, "Variational Bayes for continuous hidden Markov models and its application to active learning," IEEE Trans. Pattern Anal. Mach. Intell., vol. 28, no. 4, pp. 522-532, 2006.
    • (2006) IEEE Trans. Pattern Anal. Mach. Intell , vol.28 , Issue.4 , pp. 522-532
    • Ji, S.1    Krishnapuram, B.2    Carin, L.3
  • 13
    • 0038652681 scopus 로고    scopus 로고
    • A new extension of the Kalman filter to non-linear systems
    • S. Julier and J. Uhlman, "A new extension of the Kalman filter to non-linear systems," in Proc. AeroSense, 1997.
    • (1997) Proc. AeroSense
    • Julier, S.1    Uhlman, J.2
  • 14
    • 0003572661 scopus 로고    scopus 로고
    • Recursive Nonlinear Estimation: A Geometric Approach
    • London, U.K, Springer-Verlag
    • R. Kulhavý, Recursive Nonlinear Estimation: A Geometric Approach ser. Lecture Notes in Control and Information Sciences. London, U.K.: Springer-Verlag, 1996, vol. 216.
    • (1996) ser. Lecture Notes in Control and Information Sciences , vol.216
    • Kulhavý, R.1
  • 15
    • 0030191728 scopus 로고    scopus 로고
    • Bayesian techniques for blind deconvolution
    • G. Lee, S. Gelfand, and M. Fitz, "Bayesian techniques for blind deconvolution," IEEE Trans. Commun., vol. 44, pp. 826-835, 1996.
    • (1996) IEEE Trans. Commun , vol.44 , pp. 826-835
    • Lee, G.1    Gelfand, S.2    Fitz, M.3
  • 16
    • 0032359151 scopus 로고    scopus 로고
    • Sequential Monte Carlo methods for dynamic systems
    • J. Liu and R. Chen, "Sequential Monte Carlo methods for dynamic systems," J. Amer. Statist. Assoc., vol. 93, 1998.
    • (1998) J. Amer. Statist. Assoc , vol.93
    • Liu, J.1    Chen, R.2
  • 17
    • 54749102696 scopus 로고    scopus 로고
    • D. J. C. MacKay, Ensemble learning for hidden Markov models, Univ. of Cambridge, Cambridge, U.K., Tech. Rep., 1997.
    • D. J. C. MacKay, "Ensemble learning for hidden Markov models," Univ. of Cambridge, Cambridge, U.K., Tech. Rep., 1997.
  • 20
    • 0012138848 scopus 로고    scopus 로고
    • From naïve mean field theory to the tap equations
    • M. Opper and D. Saad, Eds. Cambridge, MA: MIT Press
    • M. Opper and O. Winther, "From naïve mean field theory to the tap equations," in Advanced Mean Field Methods, M. Opper and D. Saad, Eds. Cambridge, MA: MIT Press, 2001.
    • (2001) Advanced Mean Field Methods
    • Opper, M.1    Winther, O.2
  • 21
    • 0001037466 scopus 로고
    • Bayesian approach to system identification
    • P. Eykhoff, Ed. Oxford,U.K, Pergamon
    • V. Peterka, "Bayesian approach to system identification," in Trends and Progress in System Identification, P. Eykhoff, Ed. Oxford,U.K.: Pergamon, 1981, pp. 239-304.
    • (1981) Trends and Progress in System Identification , pp. 239-304
    • Peterka, V.1
  • 22
    • 36248955396 scopus 로고    scopus 로고
    • Music analysis using hidden Markov mixture models
    • Y. Qi, J. Paisley, and L. Carin, "Music analysis using hidden Markov mixture models," IEEE Trans. Signal Process., vol. 55, pp. 5209-5224, 2007.
    • (2007) IEEE Trans. Signal Process , vol.55 , pp. 5209-5224
    • Qi, Y.1    Paisley, J.2    Carin, L.3
  • 23
    • 0036729732 scopus 로고    scopus 로고
    • Variational Bayes for generalized autoregressive models
    • S. J. Roberts and W. D. Penny, "Variational Bayes for generalized autoregressive models," IEEE Trans. Signal Process., vol. 50, pp. 2245-2257, 2002.
    • (2002) IEEE Trans. Signal Process , vol.50 , pp. 2245-2257
    • Roberts, S.J.1    Penny, W.D.2
  • 24
    • 0000147488 scopus 로고    scopus 로고
    • Online model selection based on the variational Bayes
    • M. Sato, "Online model selection based on the variational Bayes," Neur. Comput., vol. 13, pp. 1649-1681, 2001.
    • (2001) Neur. Comput , vol.13 , pp. 1649-1681
    • Sato, M.1
  • 25
    • 23844494086 scopus 로고    scopus 로고
    • Marginalized particle filters for mixed linear/nonlinear state-space models
    • T. Schön, F. Gustafsson, and P.-J. Nordlund, "Marginalized particle filters for mixed linear/nonlinear state-space models," IEEE Trans. Signal Process., vol. 53, pp. 2279-2289, 2002.
    • (2002) IEEE Trans. Signal Process , vol.53 , pp. 2279-2289
    • Schön, T.1    Gustafsson, F.2    Nordlund, P.-J.3
  • 26
    • 33646795682 scopus 로고    scopus 로고
    • Advanced point-mass method for nonlinear state estimation
    • M.Šimandl, J. Královec, and T. Söderström, "Advanced point-mass method for nonlinear state estimation," Automatica, vol. 42, pp. 1133-1145, 2006.
    • (2006) Automatica , vol.42 , pp. 1133-1145
    • Šimandl, M.1    Královec, J.2    Söderström, T.3
  • 28
    • 27644576671 scopus 로고    scopus 로고
    • Mixture-based extension of the AR model and its recursive Bayesian identification
    • V.Šimandl and A. Quinn, "Mixture-based extension of the AR model and its recursive Bayesian identification," IEEE Trans. Signal Process. vol. 53, pp.3530-3542, 2005.
    • (2005) IEEE Trans. Signal Process , vol.53 , pp. 3530-3542
    • Šimandl, V.1    Quinn, A.2
  • 30
    • 33947619998 scopus 로고    scopus 로고
    • The restricted variational Bayes approximation in Bayesian filtering
    • Workshop, Cambridge, U.K
    • V.Šrimandl and A. Quinn, "The restricted variational Bayes approximation in Bayesian filtering," in Proc. IEEE Nonlinear Statist. Signal Process. Workshop, Cambridge, U.K., 2006.
    • (2006) Proc. IEEE Nonlinear Statist. Signal Process
    • Šrimandl, V.1    Quinn, A.2
  • 31
    • 0016104320 scopus 로고
    • On development of practical nonlinear filters
    • H. Sorenson, "On development of practical nonlinear filters," Inf. Sci., vol. 7, pp. 253-270, 1974.
    • (1974) Inf. Sci , vol.7 , pp. 253-270
    • Sorenson, H.1
  • 33
    • 10844237153 scopus 로고    scopus 로고
    • Lack of consistency of mean field and variational Bayes approximations for state space models
    • B. Wang and D. Titterington, "Lack of consistency of mean field and variational Bayes approximations for state space models," Neur. Process. Lett., vol. 20, pp. 151-170, 2004.
    • (2004) Neur. Process. Lett , vol.20 , pp. 151-170
    • Wang, B.1    Titterington, D.2
  • 34
    • 21844450606 scopus 로고    scopus 로고
    • Variational message passing
    • J. Winn and C. Bishop, "Variational message passing," J. Mach. Learn. Res., vol. 6, pp. 661-694, 2005.
    • (2005) J. Mach. Learn. Res , vol.6 , pp. 661-694
    • Winn, J.1    Bishop, C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.