Reference:
Antti Honkela, Markus Harva, Tapani Raiko, and Juha Karhunen. Variational inference and learning for continuous-time nonlinear state-space models. In Proc. of PASCAL 2008 Workshop on Approximate Inference in Stochastic Processes and Dynamical Systems, Cumberland Lodge, UK, May 2008.
Keywords:
variational Bayes, nonlinear state-space models, continuous time, stochastic differential equations
Suggested BibTeX entry:
@inproceedings{Honkela08AISP,
address = {Cumberland Lodge, UK},
author = {Antti Honkela and Markus Harva and Tapani Raiko and Juha Karhunen},
booktitle = {Proc. of PASCAL 2008 Workshop on Approximate Inference in Stochastic Processes and Dynamical Systems},
month = {May},
title = {Variational Inference and Learning for Continuous-Time Nonlinear State-Space Models},
year = {2008},
}
|