probml / rebayes

Recursive Bayesian Estimation (Sequential / Online Inference)
MIT License
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explore online VI+RMLE #37

Closed murphyk closed 1 year ago

murphyk commented 1 year ago

A. Campbell, Y. Shi, T. Rainforth, and A. Doucet, “Online Variational Filtering and Parameter Learning,” Adv. Neural Inf. Process. Syst., vol. 34, pp. 18633–18645, Dec. 2021 [Online]. Available: https://arxiv.org/abs/2110.13549. [Accessed: Oct. 28, 2022]

https://github.com/andrew-cr/online_var_fil