conftrace_

stochastic volatility

3 papers

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Co-occurring keywords

bayesian inference (1907) state space model (390) sequential monte carlo (90) variational inference (2069) copula processes (1) volatility modeling (1) posterior approximation (132) monte carlo method (126) deep markov model (6) particle method (17)

Papers

Scalable Bayesian Learning for State Space Models using Variational Inference with SMC Samplers AISTATS 2019
Variational Sequential Monte Carlo AISTATS 2018
Copula Processes NIPS 2010