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Gaussian variational approximations for high-dimensional state space models - MaRDI portal

Gaussian variational approximations for high-dimensional state space models (Q6650966)

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scientific article; zbMATH DE number 7956073
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Gaussian variational approximations for high-dimensional state space models
scientific article; zbMATH DE number 7956073

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    Gaussian variational approximations for high-dimensional state space models (English)
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    9 December 2024
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    dynamic factor
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    spatio-temporal modelling
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    stochastic gradient
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