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

Antti Honkela, Markus Harva, Tapani Raiko, Juha Karhunen

    Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

    Original languageEnglish
    Title of host publicationPASCAL 2008 Workshop on Approximate Inference in Stochastic Processes and Dynamical Systems
    Place of PublicationCumberland Lodge
    Publication statusPublished - 2008
    MoE publication typeA4 Article in a conference publication

    Keywords

    • continuous time
    • nonlinear state-space models
    • stochastic differential equations
    • variational Bayes

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