Bayesian Factorial Linear Gaussian State-Space Models for Biosignal Decomposition

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Given a sequence of functions

f_1,\ldots,f_n

with

f_i:\mathcal{D}\mapsto \mathbb{R}

, finite-sum minimization seeks a point

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\sum_{j=1}^nf_j(x)/n

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Bayesian Factorial Linear Gaussian State-Space Models for Biosignal Decomposition

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