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arXiv · 1711.03038

Recency-weighted Markovian inference

Kristjan Kalm
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Abstract

We describe a Markov latent state space (MLSS) model, where the latent state distribution is a decaying mixture over multiple past states. We present a simple sampling algorithm that allows to approximate such high-order MLSS with fixed time and memory costs.

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Kristjan Kalm. 2017-11-08. Recency-weighted Markovian inference. https://arxiv.org/abs/1711.03038

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