Paper ID | SPTM-23.6 | ||
Paper Title | VARIATIONAL PARAMETER LEARNING IN SEQUENTIAL STATE-SPACE MODEL VIA PARTICLE FILTERING | ||
Authors | Chenhao Li, Simon Godsill, University of Cambridge, United Kingdom | ||
Session | SPTM-23: Bayesian Signal Processing | ||
Location | Gather.Town | ||
Session Time: | Friday, 11 June, 14:00 - 14:45 | ||
Presentation Time: | Friday, 11 June, 14:00 - 14:45 | ||
Presentation | Poster | ||
Topic | Signal Processing Theory and Methods: [SSP] Statistical Signal Processing | ||
IEEE Xplore Open Preview | Click here to view in IEEE Xplore | ||
Abstract | Parameter learning of the state-space model (SSM) plays a significant role in the modelling of time-series data and dynamical systems. However, the closed-form inference of the parameter posterior is often limited by sequential construction and non-linearity of the SSMs, which has led to the development of sampling-based algorithms such as particle Markov chain Monte Carlo (PMCMC). We present a novel algorithm, the particle filter variational inference (PF-VI) algorithm, which achieves closed-form learning of SSM parameters while tractably inferring the non-linear sequential states. We apply the algorithm to a popular non-linear SSM example and compare its performance against two competing PMCMC algorithms. |