3 ms·
Good point! Still, a big reason why the reason why the KF is a staple is that it’s really really fast. When I’ve used tools like the ones that you mentioned, it
by tnecniv 3y ago
Good point! Still, a big reason why the reason why the KF is a staple is that it’s really really fast. When I’ve used tools like the ones that you mentioned, it was normally not for inference not in a feedback loop. I’m less familiar with message passing methods than Monte Carlo methods but I’m going to look into them now
- nextos 3y agoMessage passing can lead to extremely fast maximum likelihood or variational inference. I have used it for realtime control problems. It is a very interesting domain!
- tnecniv 3y agoDo you have a good reference? Preferably one that mentions a control application because I’m curious to see what the model assumptions and speed look like in that context
- nextos 3y agoYou can start with a review [1], and then BRML [2]. I think applications that are very focused on control tend to come from the military and thus not so well documented. [1] An introduction to factor graphs. https://ieeexplore.ieee.org/stamp/stamp.jsp?arnumber=1267047 https://ieeexplore.ieee.org/stamp/stamp.jsp?arnumber=1267047 [2] Bayesian Reasoning and Machine Learning. http://web4.cs.ucl.ac.uk/staff/D.Barber/textbook/200620.pdf http://web4.cs.ucl.ac.uk/staff/D.Barber/textbook/200620.pdf