Paper-Conference

Online Variational Message Passing in Hierarchical Autoregressive Models

Hierarchical autoregressive (AR) models can describe many complex physical processes. Unfortunately, online adaptation in these models …

Albert Podusenko, Wouter Kouw, Bert de Vries

Bayesian joint state and parameter tracking in autoregressive models

We address the problem of online Bayesian state and parameter tracking in autoregressive (AR) models with time-varying process noise …

İsmail Şenöz, Albert Podusenko, Wouter Kouw, Bert de Vries

Real-time Audio Processing for Hearing Aids using a Model-Based Bayesian Inference Framework

Development of hearing aid (HA) signal processing algorithms entails an iterative process between two design steps, namely algorithm …

Martin Roa-Villescas, Bert de Vries, Sander Stuijk, Henk Corporaal

Approximate Inference by Kullback-Leibler Tensor Belief Propagation

Probabilistic programming provides a structured approach to signal processing algorithm design. The design task is formulated as a …

Patrick Wijnings, Sander Stuijk, Bert de Vries, Henk Corporaal

BATMAN: Bayesian target modelling for active inference

Active Inference is an emerging framework for designing intelligent agents. In an Active Inference setting, any task is formulated as a …

Magnus Koudahl, Bert de Vries

Reparameterization Gradient Message Passing

In this paper we consider efficient message passing based inference in a factor graph representation of a probabilistic model. Current …

Semih Akbayrak, Bert de Vries

Online Variational Message Passing in Autoregressive Models

Autoregressive (AR) models are one of the most popular ways to describe different time-varying processes in nature, economics, etc. …

Albert Podusenko, Wouter Kouw, Bert de Vries

Robust Bayesian beamforming for sources at different distances with applications in urban monitoring

Acoustic smart sensor networks can provide valuable actionable intelligence to authorities for managing safety in the urban …

Patrick Wijnings, Sander Stuijk, Bert de Vries, Henk Corporaal

ForneyLab.jl: Fast and flexible automated inference through message passing in Julia

To accommodate automatic (Bayesian) inference in a large class of models, probabilistic programming systems usually rely on inference …

Marco Cox, Thijs van de Laar, Bert de Vries

Online Variational Message Passing in the Hierarchical Gaussian Filter

We address the problem of online state and parameter estimation in hierarchical Bayesian nonlinear dynamic systems. We focus on the …

İsmail Şenöz, Bert de Vries