Hierarchical Variational Kalman Filtering

arXiv:2607.00877 · stat.ML, cs.IT · Submitted 2026-07-01 · Read on arXiv

Shilei Li, Dawei Shi, Wei Zheng, Ling Shi

stat.ML, cs.IT

Submitted: 2026-07-01

Project page: http://probml.github.io/book2

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Regularization — 10× in this paper · explained in 3 episodes
• Editor — 8× in this paper · explained in 2 episodes
• Accuracy — 5× in this paper · explained in 1 episode
• Robustness — 5× in this paper · explained in 6 episodes
• Loss Function — 3× in this paper · explained in 2 episodes
• Objective Function — 3× in this paper · explained in 2 episodes
• Bayesian Inference — 2× in this paper · explained in 6 episodes
• Computational Efficiency — 2× in this paper · explained in 2 episodes
• Core — 2× in this paper · explained in 2 episodes
• Diffusion Model — 2× in this paper · explained in 10 episodes
• Diffusion Models — 2× in this paper · explained in 9 episodes
• Fidelity — 2× in this paper · explained in 2 episodes
• Localization — 2× in this paper · explained in 2 episodes
• Normalizing Flow — 2× in this paper · explained in 4 episodes
• Transformer — 2× in this paper · explained in 2 episodes
• Unified Framework — 2× in this paper · explained in 6 episodes
• Data Assimilation — 1× in this paper · explained in 2 episodes
• False Data Injection (FDI) — 1× in this paper · explained in 2 episodes
• Feedback Loop — 1× in this paper · explained in 2 episodes
• Generalization — 1× in this paper · explained in 14 episodes
• Generalization Capabilities — 1× in this paper · explained in 2 episodes
• Generative Model — 1× in this paper · explained in 2 episodes
• Generative Modeling — 1× in this paper · explained in 3 episodes
• Generative Models — 1× in this paper · explained in 3 episodes
• Global Positioning System — 1× in this paper
• Heavy-Tailed Noise — 1× in this paper · explained in 3 episodes
• Hyperparameters — 1× in this paper · explained in 2 episodes
• Kullback-Leibler (KL) Divergence — 1× in this paper · explained in 6 episodes
• Kullback–Leibler Divergence — 1× in this paper · explained in 2 episodes
• Latent Space — 1× in this paper · explained in 7 episodes
• Normalizing Flows — 1× in this paper · explained in 4 episodes
• Quantifying Uncertainty — 1× in this paper · explained in 5 episodes
• Score Function — 1× in this paper · explained in 4 episodes
• Sliding Window Hierarchical Variational Kalman Filtering — 1× in this paper
• Trace — 1× in this paper · explained in 2 episodes
• Transformers — 1× in this paper · explained in 2 episodes
• Uncertainty Quantification — 1× in this paper · explained in 9 episodes

Sources

• Variational Robust Kalman Filters: A Unified Framework

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