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]

@article{MangionYKNS11,
  title = {Online Variational Inference for State-Space Models with Point-Process Observations},
  author = {Andrew Zammit Mangion and Ke Yuan and Visakan Kadirkamanathan and Mahesan Niranjan and Guido Sanguinetti},
  year = {2011},
  doi = {10.1162/NECO_a_00156},
  url = {http://dx.doi.org/10.1162/NECO_a_00156},
  tags = {process modeling},
  researchr = {https://researchr.org/publication/MangionYKNS11},
  cites = {0},
  citedby = {0},
  journal = {Neural Computation},
  volume = {23},
  number = {8},
  pages = {1967-1999},
}