Online variational inference for state-space models with point-process observations

We present a variational Bayesian (VB) approach for the state and parameter inference of a state-space model with point-process observations, a physiologically plausible model for signal processing of spike data. We also give the derivation of a variational smoother, as well as an efficient online f...

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Bibliographic Details
Main Authors: Zammit Mangion, Anderw (Author), Yuan, Ke (Author), Kadirkamanathan, Visakan (Author), Niranjan, Mahesan (Author), Sanguinetti, Guido (Author)
Format: Article
Language:English
Published: 2011-08.
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