Variational Bayes for Continuous-Time Nonlinear State-Space Models

Reference:

Antti Honkela, Matti Tornio, and Tapani Raiko. Variational Bayes for continuous-time nonlinear state-space models. In NIPS*2006 Workshop on Dynamical Systems, Stochastic Processes and Bayesian Inference, Whistler, B.C., Canada, 2006.

Suggested BibTeX entry:

@inproceedings{Honkela06DSB,
    address = {Whistler, B.C., Canada},
    author = {Antti Honkela and Matti Tornio and Tapani Raiko},
    booktitle = {NIPS*2006 Workshop on Dynamical Systems, Stochastic Processes and Bayesian Inference},
    title = {Variational {B}ayes for Continuous-Time Nonlinear State-Space Models},
    year = {2006},
}