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- id: FollDeep2017
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- id: FristonVariational2008
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- id: GoradParameter2020
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  title: >-
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      day: 22
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- id: KarlDeep2016
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    GP-BayesFilters: Bayesian filtering using Gaussian process prediction and
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  container-title: Proceedings of the Thirty-First AAAI Conference on Artificial Intelligence
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- id: LaiVariational2022
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      day: 16
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    - family: Domke
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      month: 5
      day: 3
  language: en
  page: 875-895
  publisher: PMLR
  title: Variational Marginal Particle Filters
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- id: LeAutoEncoding2017
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      day: 11
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    - family: Igl
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  citation-key: LeAutoEncoding2017
  container-title: arXiv preprint arXiv:1705.10306
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  title: Auto-Encoding Sequential Monte Carlo
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  collection-title: Applied and Numerical Harmonic Analysis
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  container-title: arXiv preprint arXiv:1603.04733
  event-title: International Conference on Machine Learning
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  language: en
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  title: >-
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- id: MaddisonFiltering2017
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- id: MattosDeep2017
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      month: 4
      day: 13
  author:
    - family: Mattos
      given: César Lincoln C.
    - family: Dai
      given: Zhenwen
    - family: Damianou
      given: Andreas
    - family: Barreto
      given: Guilherme A.
    - family: Lawrence
      given: Neil D.
  citation-key: MattosDeep2017
  collection-title: DYCOPS-CAB 2016
  container-title: Journal of Process Control
  container-title-short: Journal of Process Control
  DOI: 10.1016/j.jprocont.2017.06.010
  ISSN: 0959-1524
  issued:
    - year: 2017
      month: 12
      day: 1
  page: 82-94
  title: Deep recurrent Gaussian processes for outlier-robust system identification
  type: article-journal
  volume: '60'

- id: MattosRecurrent2016
  accessed:
    - year: 2018
      month: 4
      day: 3
  author:
    - family: Mattos
      given: César Lincoln C.
    - family: Dai
      given: Zhenwen
    - family: Damianou
      given: Andreas
    - family: Forth
      given: Jeremy
    - family: Barreto
      given: Guilherme A.
    - family: Lawrence
      given: Neil D.
  citation-key: MattosRecurrent2016
  container-title: Proceedings of ICLR
  event-title: ICLR
  issued:
    - year: 2016
  title: Recurrent Gaussian Processes
  type: paper-conference
  URL: http://arxiv.org/abs/1511.06644

- id: NaessethVariational2017
  accessed:
    - year: 2017
      month: 8
      day: 11
  author:
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      given: Christian A.
    - family: Linderman
      given: Scott W.
    - family: Ranganath
      given: Rajesh
    - family: Blei
      given: David M.
  citation-key: NaessethVariational2017
  container-title: arXiv preprint arXiv:1705.11140
  issued:
    - year: 2017
  title: Variational Sequential Monte Carlo
  type: article-journal
  URL: https://arxiv.org/abs/1705.11140

- id: RanganathHierarchical2016
  accessed:
    - year: 2017
      month: 9
      day: 2
  author:
    - family: Ranganath
      given: Rajesh
    - family: Tran
      given: Dustin
    - family: Blei
      given: David
  citation-key: RanganathHierarchical2016
  container-title: PMLR
  event-title: International Conference on Machine Learning
  issued:
    - year: 2016
  page: 324–333
  title: Hierarchical variational models
  type: paper-conference
  URL: http://proceedings.mlr.press/v48/ranganath16.html

- id: RanganathOperator2016
  author:
    - family: Ranganath
      given: Rajesh
    - family: Tran
      given: Dustin
    - family: Altosaar
      given: Jaan
    - family: Blei
      given: David
  citation-key: RanganathOperator2016
  container-title: Advances in Neural Information Processing Systems 29
  editor:
    - family: Lee
      given: D. D.
    - family: Sugiyama
      given: M.
    - family: Luxburg
      given: U. V.
    - family: Guyon
      given: I.
    - family: Garnett
      given: R.
  issued:
    - year: 2016
  page: 496–504
  publisher: Curran Associates, Inc.
  title: Operator Variational Inference
  type: paper-conference
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- id: RellerStatespace2013
  accessed:
    - year: 2022
      month: 2
      day: 2
  author:
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      given: Christoph
  citation-key: RellerStatespace2013
  contributor:
    - family: Loeliger
      given: Hans-Andrea
    - family: Dauwels
      given: Justin
  DOI: 10.3929/ETHZ-A-009752758
  event-place: Konstanz
  ISBN: '9783866284470'
  issued:
    - year: 2013
  language: en
  medium: application/pdf
  page: 1 Band
  publisher: ETH Zurich
  publisher-place: Konstanz
  title: >-
    State-space methods in statistical signal processing: New ideas and
    applications
  type: thesis
  URL: http://reller.nightcolours.ch/web/_static/publ/RellerThesis.pdf

- id: RozetScorebased2023
  accessed:
    - year: 2024
      month: 4
      day: 25
  author:
    - family: Rozet
      given: François
    - family: Louppe
      given: Gilles
  citation-key: RozetScorebased2023
  DOI: 10.48550/arXiv.2306.10574
  issued:
    - year: 2023
      month: 10
      day: 31
  number: arXiv:2306.10574
  title: Score-based Data Assimilation
  type: article
  URL: http://arxiv.org/abs/2306.10574
  version: '2'

- id: RyderBlackbox2018
  accessed:
    - year: 2018
      month: 3
      day: 21
  author:
    - family: Ryder
      given: Thomas
    - family: Golightly
      given: Andrew
    - family: McGough
      given: A. Stephen
    - family: Prangle
      given: Dennis
  citation-key: RyderBlackbox2018
  container-title: arXiv:1802.03335 [stat]
  issued:
    - year: 2018
      month: 2
      day: 9
  title: Black-box Variational Inference for Stochastic Differential Equations
  type: article-journal
  URL: http://arxiv.org/abs/1802.03335

- id: SarkkaNonlinear2013
  author:
    - family: Särkkä
      given: S.
    - family: Hartikainen
      given: J.
  citation-key: SarkkaNonlinear2013
  container-title: >-
    2013 IEEE International Workshop on Machine Learning for Signal Processing
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  DOI: 10.1109/MLSP.2013.6661935
  event-title: >-
    2013 IEEE International Workshop on Machine Learning for Signal Processing
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  issued:
    - year: 2013
      month: 9
  page: 1-6
  title: Non-linear noise adaptive Kalman filtering via variational Bayes
  type: paper-conference

- id: SarkkaRecursive2009
  author:
    - family: Särkkä
      given: Simo
    - family: Nummenmaa
      given: A.
  citation-key: SarkkaRecursive2009
  container-title: IEEE Transactions on Automatic Control
  DOI: 10.1109/TAC.2008.2008348
  ISSN: 0018-9286
  issue: '3'
  issued:
    - year: 2009
      month: 3
  page: 596-600
  title: >-
    Recursive Noise Adaptive Kalman Filtering by Variational Bayesian
    Approximations
  type: article-journal
  URL: >-
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- id: SchmidtProbabilistic2021
  accessed:
    - year: 2022
      month: 2
      day: 14
  author:
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      given: Jonathan
    - family: Krämer
      given: Nicholas
    - family: Hennig
      given: Philipp
  citation-key: SchmidtProbabilistic2021
  container-title: arXiv:2103.10153 [cs, stat]
  issued:
    - year: 2021
      month: 6
      day: 21
  language: en
  title: >-
    A Probabilistic State Space Model for Joint Inference from Differential
    Equations and Data
  type: article-journal
  URL: http://arxiv.org/abs/2103.10153

- id: TitsiasBayesian2010
  accessed:
    - year: 2018
      month: 4
      day: 13
  author:
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      given: Michalis
    - family: Lawrence
      given: Neil D.
  citation-key: TitsiasBayesian2010
  container-title: >-
    Proceedings of the Thirteenth International Conference on Artificial
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  event-title: >-
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    Intelligence and Statistics
  issued:
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      month: 3
      day: 31
  language: en
  page: 844-851
  title: Bayesian Gaussian Process Latent Variable Model
  type: paper-conference
  URL: http://proceedings.mlr.press/v9/titsias10a.html

- id: TurnerStateSpace2010
  accessed:
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      month: 4
      day: 13
  author:
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      given: Ryan
    - family: Deisenroth
      given: Marc
    - family: Rasmussen
      given: Carl
  citation-key: TurnerStateSpace2010
  container-title: >-
    Proceedings of the Thirteenth International Conference on Artificial
    Intelligence and Statistics
  event-title: >-
    Proceedings of the Thirteenth International Conference on Artificial
    Intelligence and Statistics
  issued:
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      month: 3
      day: 31
  language: en
  page: 868-875
  title: State-Space Inference and Learning with Gaussian Processes
  type: paper-conference
  URL: http://proceedings.mlr.press/v9/turner10a.html
...
