Variational Inference and Learning for Non-Linear State-Space Models with State-Dependent Observation Noise

Reference:

Veli Peltola and Antti Honkela. Variational inference and learning for non-linear state-space models with state-dependent observation noise. In Proceedings of the IEEE International Workshop on Machine Learning for Signal Processing (MLSP 2010), pages 190–195, Kittilä, Finland, 2010.

Suggested BibTeX entry:

@inproceedings{Peltola2010MLSP,
    address = {Kittil\"{a}, Finland},
    author = {Veli Peltola and Antti Honkela},
    booktitle = {Proceedings of the IEEE International Workshop on Machine Learning for Signal Processing (MLSP 2010)},
    pages = {190--195},
    title = {Variational Inference and Learning for Non-Linear State-Space Models with State-Dependent Observation Noise},
    year = {2010},
}