Online Variational Inference for State-Space Models with Point-Process Observations

Andrew Zammit Mangion, Ke Yuan, Visakan Kadirkamanathan, Mahesan Niranjan, Guido Sanguinetti. Online Variational Inference for State-Space Models with Point-Process Observations. Neural Computation, 23(8):1967-1999, 2011. [doi]

Abstract

Abstract is missing.