Variational message passing for online polynomial NARMAX identification

1 code implementation • 2 Apr 2022 • Wouter Kouw, Albert Podusenko, Magnus Koudahl, Maarten Schoukens

We propose a variational Bayesian inference procedure for online nonlinear system identification.

Bayesian Inference

AIDA: An Active Inference-based Design Agent for Audio Processing Algorithms

1 code implementation • 26 Dec 2021 • Albert Podusenko, Bart van Erp, Magnus Koudahl, Bert de Vries

AIDA interprets searching for the "most interesting alternative" as an issue of optimal (acoustic) context-aware Bayesian trial design.

Bayesian joint state and parameter tracking in autoregressive models

no code implementations • L4DC 2020 • Ismail Senoz, Albert Podusenko, Wouter M. Kouw, Bert de Vries

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