| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0039064 |
| utime |
20240103182538.0 |
| mtime |
20060612235959.9 |
| title
(primary) (eng) |
The variational Bayes approximation in Bayesian filtering |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0076504 |
| ISBN |
1-4244-0469-X |
| title
|
Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing |
| page_num |
1-4 |
| publisher |
| place |
Bryan |
| name |
IEEE |
| year |
2006 |
|
|
| title
(cze) |
Aproximace Variační Bayes v Bayesovské filtraci |
| keyword |
variational Bayes |
| keyword |
Bayesian filtering |
| author
(primary) |
| ARLID |
cav_un_auth*0101207 |
| name1 |
Šmídl |
| name2 |
Václav |
| institution |
UTIA-B |
| full_dept |
Department of Adaptive Systems |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| author
|
| ARLID |
cav_un_auth*0021112 |
| name1 |
Quinn |
| name2 |
A. |
| country |
IE |
|
| COSATI |
09J |
| cas_special |
| project |
| project_id |
1ET100750401 |
| agency |
GA AV ČR |
| ARLID |
cav_un_auth*0001792 |
|
| project |
| project_id |
1M0572 |
| agency |
GA MŠk |
| ARLID |
cav_un_auth*0001814 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The Variational Bayes (VB) approximation is applied in the context of Bayesian filtering, yielding a tractable on-line scheme for a wide range of non-stationary parametric models. This VB-filtering scheme is used to identify a Hidden Markov model with an unknown non-stationary transition matrix. In a simulation study involving soft-bit data, reliable inference oh the underlying binary sequence is archieved in tandem with estimation of the transition probabilities. |
| abstract
(cze) |
Aproximační techniku Variační Bayes je možné aplikovat v oblasti Bayesovského filtrování pro řadu nestacionárních parametrických modelů. Metoda je ilustrována na příkladu Markovova modelu se skrytými parametry a nestacionární maticí přechodu. Na simulacích je ukázáno, že metoda produkuje dobré odhady jak skrytého parametru tak matice přechodu. |
| action |
| ARLID |
cav_un_auth*0215014 |
| name |
IEEE International Conference on Acoustics, Speech and Signal Processing |
| place |
Toulouse |
| dates |
14.05.2006-19.05.2006 |
| country |
FR |
|
| reportyear |
2007 |
| RIV |
BD |
| permalink |
http://hdl.handle.net/11104/0133240 |
| arlyear |
2006 |
| mrcbU63 |
cav_un_epca*0076504 Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing 1-4244-0469-X 1 4 Bryan IEEE 2006 |
|