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Description
  • The Variational Bayes (VB) approach is used as a one-step approximation for Bayesian filtering. It requires the availability of moments of the free-form distributional optimizers. The latter may have intractable functional forms. In this contribution, we replace these by appropriate fixed-form distributions yielding the required moments. We address two scenarios of this Restricted VB (RVB) approximation. For the first scenario, an application in identification of HMMs is given. Close relationship of the second scenario to Rao-Blackwellized particle filtering is discussed and their performance is illustrated on a simple non-linear model.
  • The Variational Bayes (VB) approach is used as a one-step approximation for Bayesian filtering. It requires the availability of moments of the free-form distributional optimizers. The latter may have intractable functional forms. In this contribution, we replace these by appropriate fixed-form distributions yielding the required moments. We address two scenarios of this Restricted VB (RVB) approximation. For the first scenario, an application in identification of HMMs is given. Close relationship of the second scenario to Rao-Blackwellized particle filtering is discussed and their performance is illustrated on a simple non-linear model. (en)
Title
  • The Restricted Variational Bayes Approximation in Bayesian Filtering
  • The Restricted Variational Bayes Approximation in Bayesian Filtering (en)
skos:prefLabel
  • The Restricted Variational Bayes Approximation in Bayesian Filtering
  • The Restricted Variational Bayes Approximation in Bayesian Filtering (en)
skos:notation
  • RIV/67985556:_____/06:00041688!RIV10-MSM-67985556
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1ET100750401), P(1M0572), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 497422
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/06:00041688
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Bayesian filtering; Variational Bayes; particle filters (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [4238E5FC9905]
http://linked.open...v/mistoKonaniAkce
  • Cambridge
http://linked.open...i/riv/mistoVydani
  • Cambridge
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the NSSPW'06 Workshop
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Šmídl, Václav
  • Quinn, A.
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • University of Cambridge
https://schema.org/isbn
  • 978-1-4244-0579-4
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