Closed murphyk closed 1 year ago
Implement eqn 9a from
N. Das, J. A. Duersch, and T. A. Catanach, “Variational Kalman Filtering with Hinf-Based Correction for Robust Bayesian Learning in High Dimensions,” arXiv [stat.ML], Apr. 27, 2022 [Online]. Available: http://arxiv.org/abs/2204.13089
https://github.com/niladridas/VKF-with-Hinf-Based-Correction-for-Robust-Bayesian-Learning
Implement eqn 9a from
N. Das, J. A. Duersch, and T. A. Catanach, “Variational Kalman Filtering with Hinf-Based Correction for Robust Bayesian Learning in High Dimensions,” arXiv [stat.ML], Apr. 27, 2022 [Online]. Available: http://arxiv.org/abs/2204.13089
https://github.com/niladridas/VKF-with-Hinf-Based-Correction-for-Robust-Bayesian-Learning