arXiv:2511.15409v2 Announce Type: replace Abstract: We present a class of algorithms for state estimation in nonlinear, non-Gaussian state-space models. Our approach is based on a variational Lagrangian formulation that casts Bayesian inference as a sequence of entropic trust-region updates subject to dynamic consistency constraints. This framework gives rise to a family of forward-backward algorithms whose structure is determined by the chosen factorization of the variational posterior. By focusing on Gauss--Markov approximations, we derive recursive schemes with favorable computational compl
This signal links to a primary source. Continuum Brief monitors and indexes it as part of the live intelligence stream — we do not republish source content.
Read at arXiv cs.LG