Scan-Parallel Variational Inference for event-driven Latent Jump Models
arXiv:2610.12986v1 Announce Type: new Abstract: Continuous-time latent state-space models are widely used for irregularly observed time series, typically representing uncertainty through a random initial state followed by smooth ordinary differential equation (ODE) dynamics, or Brownian perturbatio…
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- 2026-10-12 04:00 · arXiv stat.ML
Scan-Parallel Variational Inference for event-driven Latent Jump Models