Introduces a surrogate state variable and marginalized MAP reformulation of CAVI to enable faster convergence, higher-order covariance filters, and sliding-window hyperparameter estimation in variational Kalman filters with unknown noise.
Kalman-consensus filter : Opti- mality, stability, and performance,
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ML 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Hierarchical Variational Kalman Filtering
Introduces a surrogate state variable and marginalized MAP reformulation of CAVI to enable faster convergence, higher-order covariance filters, and sliding-window hyperparameter estimation in variational Kalman filters with unknown noise.