A variational approach to path estimation and parameter inference of hidden diffusion processes

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Author
Sutter, Tobias
Ganguly, Arnab
Koeppl, Heinz
Date
2016
Type
  • Journal Article
Publication status
published
External links
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Journal / series
Journal of Machine Learning Research
Volume
17
Pages
1 - 37
Publisher
MIT Press
Subject
Diffusion processes; Hidden Markov model; Optimal control; Stochastic differential equations; Variational inference
Organisational unit
03751 - Lygeros, John
Notes
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