Variational Inference and Learning for Continuous-Time Nonlinear State-Space Models

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.

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},
}

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