Variational inference via Wasserstein gradient flows M Lambert, S Chewi, F Bach, S Bonnabel, P Rigollet Advances in Neural Information Processing Systems 35, 14434-14447, 2022 | 45 | 2022 |
The recursive variational Gaussian approximation (R-VGA) M Lambert, S Bonnabel, F Bach Statistics and Computing 32 (1), 10, 2022 | 19 | 2022 |
The continuous-discrete variational Kalman filter (CD-VKF) M Lambert, S Bonnabel, F Bach 2022 IEEE 61st Conference on Decision and Control (CDC), 6632-6639, 2022 | 4 | 2022 |
The limited-memory recursive variational Gaussian approximation (L-RVGA) M Lambert, S Bonnabel, F Bach Statistics and Computing 33 (3), 70, 2023 | 2 | 2023 |
Variational Dynamic Programming for Stochastic Optimal Control M Lambert, S Bonnabel, F Bach arXiv preprint arXiv:2404.14806, 2024 | | 2024 |
Variational Gaussian approximation of the Kushner optimal filter M Lambert, S Bonnabel, F Bach International Conference on Geometric Science of Information, 395-404, 2023 | | 2023 |