New emerging multimedia standards, like the MPEG-4 standard allow the creation of virtual or synthetic acoustical environments. To auralize an environment from its geometric description, simulation algorithms for acoustic wave propagation are required. The different methods used for computational modeling of room acoustics can be divided into three groups [1]: statistical models, ray-based mode...

State space models (SSMs; sometimes termed hidden Markov models, particularly in the discrete case) are very popular statistical models for time series. Such models describe the trajectory of some system of interest as an unobserved E-valued Markov chain, known as the signal process. Let X1 ∼ ν and Xn|(Xn−1 = xn−1) ∼ f(·|xn−1) denote this process. Indirect observations are available via an obse...

This paper considers parameter estimation for nonlinear state-space models, which is an important but challenging problem. We address this challenge by employing a variational inference (VI) approach, principled method that has deep connections to maximum likelihood estimation. VI approach ultimately provides estimates of the model as solutions optimisation problem, deterministic, tractable and...