{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,7]],"date-time":"2024-09-07T18:06:38Z","timestamp":1725732398075},"publisher-location":"Berlin, Heidelberg","reference-count":16,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642387081"},{"type":"electronic","value":"9783642387098"}],"license":[{"start":{"date-parts":[[2013,1,1]],"date-time":"2013-01-01T00:00:00Z","timestamp":1356998400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2013]]},"DOI":"10.1007\/978-3-642-40988-2_20","type":"book-chapter","created":{"date-parts":[[2013,8,28]],"date-time":"2013-08-28T10:56:40Z","timestamp":1377687400000},"page":"305-320","source":"Crossref","is-referenced-by-count":8,"title":["Fast Variational Bayesian Linear State-Space Model"],"prefix":"10.1007","author":[{"given":"Jaakko","family":"Luttinen","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","reference":[{"key":"20_CR1","doi-asserted-by":"crossref","unstructured":"Bar-Shalom, Y., Li, X.R., Kirubarajan, T.: Estimation with Applications to Tracking and Navigation. Wiley-Interscience (2001)","DOI":"10.1002\/0471221279"},{"key":"20_CR2","doi-asserted-by":"crossref","unstructured":"Shumway, R.H., Stoffer, D.S.: Time Series Analysis and its Applications. Springer (2000)","DOI":"10.1007\/978-1-4757-3261-0"},{"key":"20_CR3","first-page":"453","volume":"7","author":"M.J. Beal","year":"2003","unstructured":"Beal, M.J., Ghahramani, Z.: The variational Bayesian EM algorithm for incomplete data: with application to scoring graphical model structures. Bayesian Statistics\u00a07, 453\u2013464 (2003)","journal-title":"Bayesian Statistics"},{"key":"20_CR4","unstructured":"Bishop, C.M.: Pattern Recognition and Machine Learning. Information Science and Statistics, 2nd edn. Springer, New York (2006)"},{"key":"20_CR5","doi-asserted-by":"publisher","first-page":"755","DOI":"10.1093\/biomet\/85.4.755","volume":"85","author":"C. Liu","year":"1998","unstructured":"Liu, C., Rubin, D.B., Wu, Y.N.: Parameter expansion to accelerate EM: the PX-EM algorithm. Biometrika\u00a085, 755\u2013770 (1998)","journal-title":"Biometrika"},{"key":"20_CR6","doi-asserted-by":"crossref","unstructured":"Qi, Y.A., Jaakkola, T.S.: Parameter expanded variational Bayesian methods. In: [16], pp. 1097\u20131104","DOI":"10.7551\/mitpress\/7503.003.0142"},{"key":"20_CR7","doi-asserted-by":"publisher","first-page":"1093","DOI":"10.1016\/j.neucom.2009.11.018","volume":"73","author":"J. Luttinen","year":"2010","unstructured":"Luttinen, J., Ilin, A.: Transformations in variational Bayesian factor analysis to speed up learning. Neurocomputing\u00a073, 1093\u20131102 (2010)","journal-title":"Neurocomputing"},{"key":"20_CR8","first-page":"899","volume":"14","author":"A. Klami","year":"2013","unstructured":"Klami, A., Virtanen, S., Kaski, S.: Bayesian canonical correlation analysis. Journal of Machine Learning Research\u00a014, 899\u2013937 (2013)","journal-title":"Journal of Machine Learning Research"},{"key":"20_CR9","unstructured":"Kang, H., Choi, S.: Probabilistic models for common spatial patterns: Parameter-expanded EM and variational Bayes. In: Proceedings of the Twenty-Sixth AAAI Conference on Artificial Intelligence (2012)"},{"issue":"8","key":"20_CR10","doi-asserted-by":"publisher","first-page":"1445","DOI":"10.2514\/3.3166","volume":"3","author":"H.E. Rauch","year":"1965","unstructured":"Rauch, H.E., Tung, F., Striebel, C.T.: Maximum likelihood estimates of linear dynamic systems. AIAA Journal\u00a03(8), 1445\u20131450 (1965)","journal-title":"AIAA Journal"},{"key":"20_CR11","unstructured":"Beal, M.J.: Variational algorithms for approximate Bayesian inference. PhD thesis, Gatsby Computational Neuroscience Unit, University College London (2003)"},{"key":"20_CR12","unstructured":"Barber, D., Chiappa, S.: Unified inference for variational Bayesian linear Gaussian state-space models. In: [16]"},{"issue":"1","key":"20_CR13","doi-asserted-by":"publisher","first-page":"39","DOI":"10.1198\/000313002753631349","volume":"56","author":"R.L. Eubank","year":"2002","unstructured":"Eubank, R.L., Wang, S.: The equivalence between the Cholesky decomposition and the Kalman filter. The American Statistician\u00a056(1), 39\u201343 (2002)","journal-title":"The American Statistician"},{"key":"20_CR14","doi-asserted-by":"publisher","first-page":"95","DOI":"10.1115\/1.3658902","volume":"85","author":"R.E. Kalman","year":"1961","unstructured":"Kalman, R.E., Bucy, R.S.: New results in linear filtering and prediction theory. Journal of Basic Engineering\u00a085, 95\u2013108 (1961)","journal-title":"Journal of Basic Engineering"},{"issue":"2","key":"20_CR15","doi-asserted-by":"publisher","first-page":"189","DOI":"10.1007\/s11063-012-9230-4","volume":"36","author":"J. Luttinen","year":"2012","unstructured":"Luttinen, J., Ilin, A., Karhunen, J.: Bayesian robust PCA of incomplete data. Neural Processing Letters\u00a036(2), 189\u2013202 (2012)","journal-title":"Neural Processing Letters"},{"volume-title":"Advances in Neural Information Processing Systems 19","year":"2007","key":"20_CR16","unstructured":"Sch\u00f6lkopf, B., Platt, J., Hoffman, T. (eds.): Advances in Neural Information Processing Systems 19. MIT Press, Cambridge (2007)"}],"container-title":["Lecture Notes in Computer Science","Advanced Information Systems Engineering"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-40988-2_20","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,7,4]],"date-time":"2023-07-04T04:35:45Z","timestamp":1688445345000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-40988-2_20"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2013]]},"ISBN":["9783642387081","9783642387098"],"references-count":16,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-40988-2_20","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2013]]}}}