conftrace_

linear state-space model

2 papers

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Co-occurring keywords · papers mentioning both

banded matrix (1) causal estimation (1) nehari problem (1) signal filtering (1) gaussian markov random field (1) regret optimization (1) precision matrix (1) kalman filter (1) gaussian process (1) automatic differentiation (1)

Papers

Regret-Optimal Filtering AISTATS 2021 Banded Matrix Operators for Gaussian Markov Models in the Automatic Differentiation Era AISTATS 2019