Approximate Gaussian Variance Inference (AGVI)

Опубликовано: 31 Июль 2026
на канале: BayesWorks
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Presenter: Bhargob Deka

Introduction to the Approximate Gaussian Variance inference method (AGVI) using which we are able to estimate a model's error variance and covariance terms as Gaussian hidden states and infer them simultaneously with the other hidden states in a closed-form manner.

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