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Online bayesian smoothing for streaming state space models

Дата публикации: 24-07-2026 19:21:44

thank you very much for clarifying the technical details behind how ADVI manages the marginalization, i was thinking rather loosely about it the key point for me was the fact that i was trying to impose temporally correlated data, which was generated via HMMs, into an IID setup which was totally inappropriate here… that is what drove me to consider state-space models, thank you for discussing it with me!

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