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: | ?? 50811700Jl ?? College of Engineering & Physical Sciences > Systems analytics research institute (SARI) |
|---|---|
| Uncontrolled Keywords: | variational approximation framework,variational framework |
| ISBN: | NCRG/2008/002 |
| Last Modified: | 29 Oct 2024 16:24 |
| Date Deposited: | 11 Mar 2019 17:23 | PURE Output Type: | Technical report |
| Published Date: | 2008-03-28 |
| Authors: |
Vrettas, Michail D.
Shen, Yuan Cornford, Dan ( 
0000-0001-8787-6758)
|
CORE (COnnecting REpositories)
CORE (COnnecting REpositories)