Laplace State Space Filter With Exact Inference And Moment Matching

This video program is a part of the Premium package:

Laplace State Space Filter With Exact Inference And Moment Matching


  • IEEE MemberUS $11.00
  • Society MemberUS $0.00
  • IEEE Student MemberUS $11.00
  • Non-IEEE MemberUS $15.00
Purchase

Laplace State Space Filter With Exact Inference And Moment Matching

0 views
  • Share
We present a Bayesian filter for state space models with Laplace-distributed observation noise that is robust to heavy-tailed and outlier-ridden univariate time-series data. We analytically derive a closed-form expression of the exact posterior for a Lapl
We present a Bayesian filter for state space models with Laplace-distributed observation noise that is robust to heavy-tailed and outlier-ridden univariate time-series data. We analytically derive a closed-form expression of the exact posterior for a Lapl