Derivations of variational gaussian process approximation framework


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)
ISBN: NCRG/2008/002
Last Modified: 29 Nov 2023 14:17
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

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