/svmc

Streaming Variational Monte Carlo

Primary LanguageJupyter NotebookMIT LicenseMIT

Streaming Variational Monte Carlo

license

The implementation of SVMC, an online learning framework, leveraging variational inference and sequential Monte Carlo, which enables flexible and accurate Bayesian joint filtering.

Y. Zhao, J. Nassar, I. Jordan, M. Bugallo and I. M. Park, "Streaming Variational Monte Carlo," in IEEE Transactions on Pattern Analysis and Machine Intelligence, doi: 10.1109/TPAMI.2022.3153225.

See the example