# Black-Box Autoregressive Density Estimation for State-Space Models

arXiv: https://arxiv.org/abs/1811.08337 · HTML: https://mlsanity.com/paper/1811.08337/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 20 Nov 2018.

## Built on by (most cited first, 1 of 1)

- [Tensor-Train Density Estimation](https://mlsanity.com/paper/2108.00089/) (2021)

## Abstract (arXiv)

State-space models (SSMs) provide a flexible framework for modelling time-series data. Consequently, SSMs are ubiquitously applied in areas such as engineering, econometrics and epidemiology. In this paper we provide a fast approach for approximate Bayesian inference in SSMs using the tools of deep learning and variational inference.