Message Passing-based Inference in Switching Autoregressive Models
Author:
Affiliation:
1. Eindhoven University of Technology,Department of Electrical Engineering,Eindhoven,The Netherlands
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/9908519/9909515/09909828.pdf?arnumber=9909828
Reference25 articles.
1. Codes on graphs: normal realizations
2. An Introduction to factor graphs
3. Message Passing-Based Inference in the Gamma Mixture Model
4. Bayesian joint state and parameter tracking in autoregressive models;ismail;Learning for Dynamics and Control,2020
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1. On NUP Priors and Gaussian Message Passing;2023 IEEE 33rd International Workshop on Machine Learning for Signal Processing (MLSP);2023-09-17
2. RxInfer: A Julia package for reactive real-time Bayesian inference;Journal of Open Source Software;2023-04-20
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