The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models

DOI10.1162/neco_a_01275zbMath1468.62355DBLPjournals/neco/BurkhartBFHH20OpenAlexW3011322992WikidataQ90425741 ScholiaQ90425741MaRDI QIDQ5131129

Matthew T. Harrison, David M. Brandman, Michael C. Burkhart, Brian Franco, Leigh R. Hochberg

Publication date: 2 November 2020

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8259355

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Related Items (1)

Discriminative Bayesian filtering lends momentum to the stochastic Newton method for minimizing log-convex functions

Uses Software

• GPML
• AdaGrad
• ADADELTA

Cites Work

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