Derivations of variational gaussian process approximation framework

Vrettas, Michail D., Shen, Yuan and Cornford, Dan (2008). Derivations of variational gaussian process approximation framework. Technical Report. Aston University, Birmingham.

Abstract

Recently, within the VISDEM project (EPSRC funded EP/C005848/1), a novel variational approximation framework has been developed for inference in partially observed, continuous space-time, diffusion processes. In this technical report all the derivations of the variational framework, from the initial work, are provided in detail to help the reader better understand the framework and its assumptions.

Divisions: Engineering & Applied Sciences > Computer Science
Engineering & Applied Sciences > Systems analytics research institute (SARI)
Uncontrolled Keywords: variational approximation framework,variational framework
Published Date: 2008-03-28
Authors: Vrettas, Michail D.
Shen, Yuan
Cornford, Dan ( 0000-0001-8787-6758)

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