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The variational Bayes approximation in Bayesian filtering

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F06%3A00039064" target="_blank" >RIV/67985556:_____/06:00039064 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    The variational Bayes approximation in Bayesian filtering

  • Original language description

    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 anunknown 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.

  • Czech name

    Aproximace Variační Bayes v Bayesovské filtraci

  • Czech description

    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.

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BD - Information theory

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2006

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the IEEE International Conference on Acoustics, Speech and Signal Processing

  • ISBN

    1-4244-0469-X

  • ISSN

  • e-ISSN

  • Number of pages

    4

  • Pages from-to

    1-4

  • Publisher name

    IEEE

  • Place of publication

    Bryan

  • Event location

    Toulouse

  • Event date

    May 14, 2006

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article